Last price paid | 1.73 | |
Change | +8.12% [ +0.13 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 22.05.2024 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 | +69.34% |
Year to date (YTD) | +57.27% |
1 month | +0.58% |
3 months | +71.29% |
1 year | n.a. |
3 years | n.a. |
Issue price | 1.06 |
Underlying price on issue | 155.91 |
Premium | 0.20% |
Premium p.a. | 0.30% |
Leverage | 2.15 |
Implied volatility | 0.83 |
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 | 20.31% |
Premium p.a. | 29.77% |
Leverage | 2.95 |
Implied volatility | 83.35% |
Moneyness | in-the-money |
Leverage | 2.1511 |
Delta | 0.7297 |
Gamma | 0.0001 |
Theta | -0.0027 |
Rho | 0.0141 |
Vega | 0.0145 |
Fair value | 1.07 |
Intrinsic value | n.a. |
Break-even | 278.53 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 48.74 |
LOGITECH INT. | 87.36 |
Swiss Re | 112.00 |
Compagnie Financi... | 142.20 |
UBS | 27.81 |
Name | Price |
---|---|
Nestlé SA | 93.86 |
Partners Group Ho... | 1'250.50 |
SWISSCOM N | 495.20 |
KUEHNE & NAGEL | 244.80 |
Holcim | 79.04 |