Last price paid | 0.11 | |
Change | +10.00% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 05.07.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 28.09.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -58.93% |
Year to date (YTD) | -38.89% |
1 month | -8.33% |
3 months | -54.17% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.28 |
Underlying price on issue | 268.80 |
Premium | 0.06% |
Premium p.a. | 0.26% |
Leverage | 9.60 |
Implied volatility | 0.28 |
ISIN | CH1268392326 |
Symbol | KNIJJZ |
Security | 126839232 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Kuehne+Nagel Int N, CH0025238863 |
Underlying ISIN | CH0025238863 |
Strike | 260.00 |
C/P type | put |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 100 |
Value day | 21.09.2023 |
Premium | 5.91% |
Premium p.a. | 25.67% |
Leverage | 22.97 |
Implied volatility | 27.60% |
Moneyness | out-of-the-money |
Leverage | 9.5967 |
Delta | -0.4179 |
Gamma | 0.0001 |
Theta | -0.0008 |
Rho | -0.0028 |
Vega | 0.0049 |
Fair value | 0.12 |
Intrinsic value | n.a. |
Break-even | 248.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'217.00 |
Lonza Group | 502.20 |
Swiss Life Hldg | 659.40 |
ROCHE GS | 243.30 |
SWISSCOM N | 511.50 |
Name | Price |
---|---|
SONOVA HLDG N | 275.80 |
ABB Ltd | 49.73 |
LOGITECH INT. | 84.60 |
Givaudan | 4'257.00 |
KUEHNE & NAGEL | 264.10 |