Last price paid | 0.12 | |
Change | -14.29% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 03.07.2024 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 | -55.77% |
Year to date (YTD) | -36.84% |
1 month | -29.41% |
3 months | -47.83% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.26 |
Underlying price on issue | 262.70 |
Premium | 0.11% |
Premium p.a. | 0.21% |
Leverage | 7.26 |
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 | 10.87% |
Premium p.a. | 21.34% |
Leverage | 23.27 |
Implied volatility | 26.96% |
Moneyness | out-of-the-money |
Leverage | 7.2610 |
Delta | -0.3120 |
Gamma | 0.0001 |
Theta | -0.0005 |
Rho | -0.0048 |
Vega | 0.0068 |
Fair value | 0.12 |
Intrinsic value | n.a. |
Break-even | 238.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Sika AG | 260.50 |
Alcon AG | 80.82 |
Holcim | 81.02 |
NOVARTIS N | 97.24 |
Partners Group Ho... | 1'200.00 |
Name | Price |
---|---|
ROCHE GS | 243.40 |
KUEHNE & NAGEL | 267.60 |
Compagnie Financi... | 140.55 |
UBS | 27.32 |
Givaudan | 4'319.00 |