Last price paid | 0.33 | |
Change | -8.33% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 11.06.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 15.12.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | +91.18% |
Year to date (YTD) | +17.86% |
1 month | -13.16% |
3 months | -17.50% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.17 |
Underlying price on issue | 210.00 |
Premium | 0.04% |
Premium p.a. | 0.15% |
Leverage | 5.37 |
Implied volatility | 0.38 |
ISIN | CH1281048889 |
Symbol | KARZQZ |
Security | 128104888 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Kardex N, CH0100837282 |
Underlying ISIN | CH0100837282 |
Strike | 220.00 |
C/P type | call |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 100 |
Value day | 08.12.2023 |
Premium | 4.34% |
Premium p.a. | 14.66% |
Leverage | 7.45 |
Implied volatility | 37.75% |
Moneyness | in-the-money |
Leverage | 5.3738 |
Delta | 0.7217 |
Gamma | 0.0001 |
Theta | -0.0008 |
Rho | 0.0042 |
Vega | 0.0044 |
Fair value | 0.11 |
Intrinsic value | n.a. |
Break-even | 252.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 241.60 |
SONOVA HLDG N | 288.10 |
Partners Group Ho... | 1'163.50 |
Givaudan | 4'356.00 |
NOVARTIS N | 94.08 |
Name | Price |
---|---|
KUEHNE & NAGEL | 259.60 |
LOGITECH INT. | 89.48 |
ZURICH INSURANCE | 470.40 |
Lonza Group | 495.10 |
Nestlé SA | 94.60 |