Last price paid | 0.56 | |
Change | +3.70% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 15.05.2024 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 | +145.65% |
Year to date (YTD) | +43.59% |
1 month | +9.80% |
3 months | +27.27% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.23 |
Underlying price on issue | 194.80 |
Premium | 0.03% |
Premium p.a. | 0.08% |
Leverage | 3.69 |
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 | 3.01% |
Premium p.a. | 8.14% |
Leverage | 4.41 |
Implied volatility | 43.29% |
Moneyness | in-the-money |
Leverage | 3.6922 |
Delta | 0.8378 |
Gamma | 0.0000 |
Theta | -0.0007 |
Rho | 0.0056 |
Vega | 0.0037 |
Fair value | 0.08 |
Intrinsic value | n.a. |
Break-even | 256.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 532.20 |
SONOVA HLDG N | 297.50 |
Partners Group Ho... | 1'279.00 |
GEBERIT N | 566.20 |
Sika AG | 283.40 |
Name | Price |
---|---|
NOVARTIS N | 93.30 |
Compagnie Financi... | 136.55 |
LOGITECH INT. | 80.60 |
ZURICH INSURANCE | 453.30 |
Swiss Re | 103.70 |