Last price paid | 0.88 | |
Change | +17.33% [ +0.13 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 22.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 28.12.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +113.33% |
Year to date (YTD) | +23.94% |
1 month | -8.33% |
3 months | +66.04% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.60 |
Underlying price on issue | 155.91 |
Premium | 0.11% |
Premium p.a. | 1.07% |
Leverage | 2.95 |
Implied volatility | 1.40 |
ISIN | CH1305127339 |
Symbol | COIZJZ |
Security | 130512733 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
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 | 10.58% |
Premium p.a. | 107.24% |
Leverage | 4.13 |
Implied volatility | 140.43% |
Moneyness | in-the-money |
Leverage | 2.9504 |
Delta | 0.7136 |
Gamma | 0.0001 |
Theta | -0.0115 |
Rho | 0.0025 |
Vega | 0.0057 |
Fair value | 0.56 |
Intrinsic value | n.a. |
Break-even | 256.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 48.79 |
LOGITECH INT. | 87.40 |
Swiss Re | 111.80 |
UBS | 27.88 |
Givaudan | 4'215.00 |
Name | Price |
---|---|
Nestlé SA | 93.96 |
Partners Group Ho... | 1'250.50 |
KUEHNE & NAGEL | 243.60 |
SWISSCOM N | 495.20 |
Holcim | 78.74 |