Last price paid | 1.06 | |
Change | -15.20% [ -0.19 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.06.2024 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 | +35.26% |
Year to date (YTD) | +26.19% |
1 month | -10.17% |
3 months | -50.70% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.78 |
Underlying price on issue | 155.91 |
Premium | 0.32% |
Premium p.a. | 0.54% |
Leverage | 2.72 |
Implied volatility | 0.78 |
ISIN | CH1305127347 |
Symbol | COINZZ |
Security | 130512734 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.01.2025 |
Underlying | Coinbase Glb Rg-A, US19260Q1076 |
Underlying ISIN | US19260Q1076 |
Strike | 250.00 |
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 | 32.29% |
Premium p.a. | 53.57% |
Leverage | 4.76 |
Implied volatility | 77.84% |
Moneyness | out-of-the-money |
Leverage | 2.7196 |
Delta | 0.5717 |
Gamma | 0.0001 |
Theta | -0.0030 |
Rho | 0.0109 |
Vega | 0.0153 |
Fair value | 1.06 |
Intrinsic value | n.a. |
Break-even | 297.23 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 252.80 |
Swiss Life Hldg | 653.80 |
SWISSCOM N | 500.00 |
Givaudan | 4'314.00 |
NOVARTIS N | 93.99 |
Name | Price |
---|---|
Holcim | 78.70 |
UBS | 27.03 |
ABB Ltd | 49.79 |
Partners Group Ho... | 1'154.00 |
Sika AG | 255.40 |