Last price paid | 0.05 | |
Change | -33.33% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 26.09.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -78.57% |
Year to date (YTD) | -54.55% |
1 month | -73.68% |
3 months | -9.09% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.21 |
Underlying price on issue | 266.30 |
Premium | 0.04% |
Premium p.a. | 0.53% |
Leverage | 19.99 |
Implied volatility | 0.26 |
ISIN | CH1268390676 |
Symbol | KNIGJZ |
Security | 126839067 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Kuehne+Nagel Int N, CH0025238863 |
Underlying ISIN | CH0025238863 |
Strike | 250.00 |
C/P type | put |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 100 |
Value day | 19.09.2023 |
Premium | 4.10% |
Premium p.a. | 53.47% |
Leverage | 56.89 |
Implied volatility | 25.80% |
Moneyness | out-of-the-money |
Leverage | 19.9896 |
Delta | -0.3514 |
Gamma | 0.0002 |
Theta | -0.0012 |
Rho | -0.0007 |
Vega | 0.0026 |
Fair value | 0.05 |
Intrinsic value | n.a. |
Break-even | 245.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |