Last price paid | 0.01 | |
Change | -50.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 20.06.2024 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 | -97.38% |
Year to date (YTD) | -90.91% |
1 month | -87.50% |
3 months | -95.83% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.21 |
Underlying price on issue | 266.30 |
Premium | 0.03% |
Premium p.a. | 1.67% |
Leverage | 68.88 |
Implied volatility | 0.21 |
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 | 3.20% |
Premium p.a. | 166.93% |
Leverage | 468.55 |
Implied volatility | 20.93% |
Moneyness | out-of-the-money |
Leverage | 68.8827 |
Delta | -0.1470 |
Gamma | 0.0003 |
Theta | -0.0012 |
Rho | -0.0001 |
Vega | 0.0008 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 249.45 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 252.80 |
Swiss Life Hldg | 653.80 |
SWISSCOM N | 500.00 |
Givaudan | 4'314.00 |
NOVARTIS N | 93.99 |
Name | Price |
---|---|
Holcim | 78.70 |
UBS | 27.03 |
ABB Ltd | 49.79 |
Partners Group Ho... | 1'154.00 |
Sika AG | 255.40 |