Last price paid | 0.40 | |
Change | -2.44% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.09.2024 17:20 |
Fixing | 17.01.2025 |
Settlement date | 28.12.2023 |
Last trading | 17.01.2025 |
Final fixing | 17.01.2025 |
Currency redemption | CHF |
Perf. since issue | -62.74% |
Year to date (YTD) | -63.64% |
1 month | -56.52% |
3 months | -70.59% |
1 year | n.a. |
3 years | n.a. |
Issue price | 1.06 |
Underlying price on issue | 155.91 |
Premium | 0.30% |
Premium p.a. | 0.89% |
Leverage | 3.94 |
Implied volatility | 0.74 |
ISIN | CH1305127297 |
Symbol | COIMHZ |
Security | 130512729 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.01.2025 |
Underlying | Coinbase Glb Rg-A, US19260Q1076 |
Underlying ISIN | US19260Q1076 |
Strike | 200.00 |
C/P type | call |
Subscription ratio | 40.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 40 |
Value day | 19.12.2023 |
Premium | 30.36% |
Premium p.a. | 88.64% |
Leverage | 8.98 |
Implied volatility | 73.66% |
Moneyness | out-of-the-money |
Leverage | 3.9416 |
Delta | 0.4387 |
Gamma | 0.0002 |
Theta | -0.0026 |
Rho | 0.0040 |
Vega | 0.0082 |
Fair value | 0.40 |
Intrinsic value | n.a. |
Break-even | 218.67 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 118.75 |
SONOVA HLDG N | 292.70 |
Swiss Re | 117.30 |
Nestlé SA | 84.00 |
KUEHNE & NAGEL | 233.90 |
Name | Price |
---|---|
NOVARTIS N | 98.50 |
Lonza Group | 534.00 |
Holcim | 83.00 |
LOGITECH INT. | 72.70 |
Alcon AG | 83.28 |