Last price paid | 0.30 | |
Change | +11.11% [ +0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 11.06.2024 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 | -21.79% |
Year to date (YTD) | n.a. |
1 month | +11.11% |
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. | 0.12% |
Leverage | 5.92 |
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 | 3.44% |
Premium p.a. | 11.61% |
Leverage | 10.10 |
Implied volatility | 31.27% |
Moneyness | in-the-money |
Leverage | 5.9151 |
Delta | -0.5857 |
Gamma | 0.0001 |
Theta | -0.0007 |
Rho | -0.0062 |
Vega | 0.0065 |
Fair value | 0.11 |
Intrinsic value | n.a. |
Break-even | 308.38 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 241.60 |
SONOVA HLDG N | 288.10 |
Partners Group Ho... | 1'163.50 |
Givaudan | 4'356.00 |
NOVARTIS N | 94.08 |
Name | Price |
---|---|
KUEHNE & NAGEL | 259.60 |
LOGITECH INT. | 89.48 |
ZURICH INSURANCE | 470.40 |
Lonza Group | 495.10 |
Nestlé SA | 94.60 |