KIS KOSPI Short Strangle 5% OTM ETN

570019·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

Korea Investment & Securities Co., Ltd.

Brand

한투

Total Fee

0.8

Listing Date

2017-05-29

International Securities Code

KRG571100194

Market Information

Market Capitalization

145,425,000,000KRW

Transaction Amount

9,695KRW

Trading Volume

Shares Outstanding

15,000,000

9,716.2

52-Week High

9,695KRW

52-Week Low

8,485KRW