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Security PDF for download Publication date
Termsheet 24.04.2024
Key Information Document DE 24.04.2024
Key Information Document EN 24.04.2024
Key Information Document FR 24.04.2024
Key Information Document IT 24.04.2024

Price data

  Bid Ask
Price 0.21 0.23
Volume 250'000.00 250'000.00
Date/time 21.06.24 12:00 21.06.24 12:00

Current data

Last price paid 0.23
Change -8.00% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 21.06.2024 12:05

Life cycle

Fixing21.06.2024
Settlement date02.05.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -29.03%
Year to date (YTD) n.a.
1 month +64.29%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.31
Underlying price on issue323.38
Premium0.00%
Premium p.a.0.24%
Leverage11.54
Implied volatility0.46

Reference data

ISIN CH1305152832
Symbol KER25Z
Security 130515283
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Kering, FR0000121485
Underlying ISIN FR0000121485
Strike 340.00
C/P type put
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 100
Value day 24.04.2024

Key figures

Premium 0.46%
Premium p.a. 24.04%
Leverage 13.80
Implied volatility 46.20%
Moneyness in-the-money
Leverage 11.5438
Delta -0.8363
Gamma 0.0001
Theta -0.0031
Rho -0.0005
Vega 0.0010
Fair value 0.01
Intrinsic value n.a.
Break-even 316.93
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

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