Last price paid | 0.02 | |
Change | -20.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 28.05.2024 17:20 |
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 | -50.00% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.03 |
Underlying price on issue | 323.75 |
Premium | 0.12% |
Premium p.a. | 1.44% |
Leverage | 24.90 |
Implied volatility | 0.30 |
ISIN | CH1305152584 |
Symbol | KER5EZ |
Security | 130515258 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Kering, FR0000121485 |
Underlying ISIN | FR0000121485 |
Strike | 370.00 |
C/P type | call |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 100 |
Value day | 24.04.2024 |
Premium | 12.19% |
Premium p.a. | 143.52% |
Leverage | 218.70 |
Implied volatility | 29.52% |
Moneyness | out-of-the-money |
Leverage | 24.9030 |
Delta | 0.1139 |
Gamma | 0.0001 |
Theta | -0.0009 |
Rho | 0.0003 |
Vega | 0.0018 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 371.51 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 112.35 |
ROCHE GS | 229.30 |
Givaudan | 4'225.00 |
LOGITECH INT. | 86.96 |
Sika AG | 276.10 |
Name | Price |
---|---|
Lonza Group | 489.90 |
Alcon AG | 80.14 |
KUEHNE & NAGEL | 249.20 |
UBS | 28.09 |
Holcim | 79.34 |