Samsung KOSPI Short Strangle 5% OTM ETN

530060·Stock-Stock derivatives-Short Strangle

Introduction

This ETN sells KOSPI 200 call and put options each month to collect option premiums. If the KOSPI 200 price stays within 5% of the base price, premiums are earned. However, if it moves more than 5%, losses increase proportionally with price fluctuations.

Benchmark Index

KOSPI Short Strangle 5% OTM

Benchmark Index Description

An index reflecting a straddle strategy of simultaneously selling KOSPI 200 call and put options that are 5% out-of-the-money relative to the benchmark index.

Issuer

SAMSUNG SECURITIES CO.,LTD

Brand

삼성

Total Fee

0.6

Listing Date

2018-11-07

International Securities Code

KRG531800602

Market Information

Market Capitalization

9,390,000,000KRW

Transaction Amount

0KRW

Trading Volume

Shares Outstanding

1,000,000

9,403.84

52-Week High

9,390KRW

52-Week Low

8,120KRW