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 |
Fixing | 21.06.2024 |
Settlement date | 02.05.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
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. |
Issue price | 0.31 |
Underlying price on issue | 323.38 |
Premium | 0.00% |
Premium p.a. | 0.24% |
Leverage | 11.54 |
Implied volatility | 0.46 |
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 |
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. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 264.30 |
Lonza Group | 491.90 |
SONOVA HLDG N | 275.30 |
Sika AG | 260.60 |
NOVARTIS N | 96.75 |
Name | Price |
---|---|
Compagnie Financi... | 143.30 |
ZURICH INSURANCE | 483.40 |
SWISSCOM N | 504.00 |
ROCHE GS | 252.90 |
Swiss Re | 112.25 |