Last price paid | 0.15 | |
Change | -6.25% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 26.06.2024 17:20 |
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 | -44.23% |
Year to date (YTD) | -21.05% |
1 month | -31.82% |
3 months | -44.44% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.26 |
Underlying price on issue | 262.70 |
Premium | 0.10% |
Premium p.a. | 0.18% |
Leverage | 6.55 |
Implied volatility | 0.27 |
ISIN | CH1281048970 |
Symbol | KNI4XZ |
Security | 128104897 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
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 | 08.12.2023 |
Premium | 9.56% |
Premium p.a. | 17.99% |
Leverage | 17.96 |
Implied volatility | 27.27% |
Moneyness | out-of-the-money |
Leverage | 6.5498 |
Delta | -0.3647 |
Gamma | 0.0001 |
Theta | -0.0005 |
Rho | -0.0058 |
Vega | 0.0071 |
Fair value | 0.15 |
Intrinsic value | n.a. |
Break-even | 235.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 274.80 |
Sika AG | 260.00 |
KUEHNE & NAGEL | 260.40 |
Lonza Group | 486.30 |
GEBERIT N | 541.00 |
Name | Price |
---|---|
Compagnie Financi... | 142.15 |
ROCHE GS | 249.60 |
Nestlé SA | 92.90 |
ZURICH INSURANCE | 480.20 |
Swiss Re | 111.50 |