Last price paid | 1.86 | |
Change | -2.11% [ -0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.06.2024 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 | +75.00% |
Year to date (YTD) | +69.09% |
1 month | +44.19% |
3 months | -3.63% |
1 year | n.a. |
3 years | n.a. |
Issue price | 1.06 |
Underlying price on issue | 155.91 |
Premium | 0.16% |
Premium p.a. | 0.26% |
Leverage | 2.21 |
Implied volatility | 0.80 |
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 | 16.00% |
Premium p.a. | 25.72% |
Leverage | 2.93 |
Implied volatility | 80.14% |
Moneyness | in-the-money |
Leverage | 2.2104 |
Delta | 0.7539 |
Gamma | 0.0001 |
Theta | -0.0027 |
Rho | 0.0140 |
Vega | 0.0135 |
Fair value | 0.87 |
Intrinsic value | n.a. |
Break-even | 283.29 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 95.01 |
ROCHE GS | 247.60 |
Nestlé SA | 95.28 |
SWISSCOM N | 496.00 |
Lonza Group | 480.30 |
Name | Price |
---|---|
LOGITECH INT. | 88.38 |
Sika AG | 255.90 |
Partners Group Ho... | 1'154.50 |
Holcim | 80.04 |
ABB Ltd | 49.89 |