Last price paid | 0.32 | |
Change | +6.67% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 02.05.2024 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -16.67% |
Year to date (YTD) | n.a. |
1 month | -5.88% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.39 |
Underlying price on issue | 323.28 |
Premium | 0.03% |
Premium p.a. | 0.10% |
Leverage | 5.69 |
Implied volatility | 0.31 |
ISIN | CH1305153012 |
Symbol | KER0VZ |
Security | 130515301 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
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 | 3.27% |
Premium p.a. | 10.02% |
Leverage | 9.57 |
Implied volatility | 30.54% |
Moneyness | in-the-money |
Leverage | 5.6866 |
Delta | -0.5945 |
Gamma | 0.0001 |
Theta | -0.0007 |
Rho | -0.0071 |
Vega | 0.0069 |
Fair value | 0.10 |
Intrinsic value | n.a. |
Break-even | 306.84 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |