Last price paid | 0.63 | |
Change | -3.08% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 27.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 26.09.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | +163.04% |
Year to date (YTD) | +61.54% |
1 month | +36.96% |
3 months | +31.25% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.23 |
Underlying price on issue | 194.80 |
Premium | 0.02% |
Premium p.a. | 0.07% |
Leverage | 3.67 |
Implied volatility | 0.43 |
ISIN | CH1268390585 |
Symbol | KARY3Z |
Security | 126839058 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Kardex N, CH0100837282 |
Underlying ISIN | CH0100837282 |
Strike | 200.00 |
C/P type | call |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 100 |
Value day | 19.09.2023 |
Premium | 2.16% |
Premium p.a. | 6.51% |
Leverage | 4.21 |
Implied volatility | 42.65% |
Moneyness | in-the-money |
Leverage | 3.6719 |
Delta | 0.8712 |
Gamma | 0.0000 |
Theta | -0.0006 |
Rho | 0.0054 |
Vega | 0.0031 |
Fair value | 0.05 |
Intrinsic value | n.a. |
Break-even | 260.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 113.15 |
Givaudan | 4'242.00 |
ABB Ltd | 49.72 |
ZURICH INSURANCE | 469.60 |
Nestlé SA | 91.78 |
Name | Price |
---|---|
Lonza Group | 486.40 |
Compagnie Financi... | 142.25 |
UBS | 28.06 |
Partners Group Ho... | 1'198.00 |
GEBERIT N | 557.00 |