Last price paid | 0.25 | |
Change | +4.17% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | 20'000.00 Unit | |
Date/time | 06.06.2024 17:15 |
Fixing | 20.12.2024 |
Settlement date | 15.12.2023 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -5.56% |
Year to date (YTD) | -44.44% |
1 month | n.a. |
3 months | +56.25% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.27 |
Underlying price on issue | 262.70 |
Premium | 0.06% |
Premium p.a. | 0.11% |
Leverage | 6.58 |
Implied volatility | 0.24 |
ISIN | CH1281048913 |
Symbol | KNINTZ |
Security | 128104891 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Kuehne+Nagel Int N, CH0025238863 |
Underlying ISIN | CH0025238863 |
Strike | 260.00 |
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 | 6.29% |
Premium p.a. | 10.78% |
Leverage | 10.53 |
Implied volatility | 24.37% |
Moneyness | in-the-money |
Leverage | 6.5784 |
Delta | 0.6245 |
Gamma | 0.0001 |
Theta | -0.0005 |
Rho | 0.0083 |
Vega | 0.0078 |
Fair value | 0.17 |
Intrinsic value | n.a. |
Break-even | 285.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 242.60 |
Compagnie Financi... | 150.10 |
Swiss Re | 113.65 |
Holcim | 79.98 |
Alcon AG | 82.16 |
Name | Price |
---|---|
Partners Group Ho... | 1'165.00 |
Lonza Group | 500.20 |
Sika AG | 270.90 |
GEBERIT N | 550.80 |
SWISSCOM N | 503.50 |