Last price paid | 1.28 | |
Change | +8.47% [ +0.10 ] | |
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 | +72.44% |
Year to date (YTD) | +52.38% |
1 month | -3.03% |
3 months | +70.67% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.78 |
Underlying price on issue | 155.91 |
Premium | 0.33% |
Premium p.a. | 0.49% |
Leverage | 2.41 |
Implied volatility | 0.83 |
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 | 33.42% |
Premium p.a. | 49.00% |
Leverage | 3.93 |
Implied volatility | 83.07% |
Moneyness | out-of-the-money |
Leverage | 2.4086 |
Delta | 0.6127 |
Gamma | 0.0001 |
Theta | -0.0031 |
Rho | 0.0129 |
Vega | 0.0167 |
Fair value | 1.35 |
Intrinsic value | n.a. |
Break-even | 308.89 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 48.89 |
Swiss Re | 112.10 |
LOGITECH INT. | 87.36 |
ROCHE GS | 234.50 |
Givaudan | 4'223.00 |
Name | Price |
---|---|
Nestlé SA | 94.02 |
Partners Group Ho... | 1'250.00 |
KUEHNE & NAGEL | 243.90 |
SWISSCOM N | 496.60 |
Holcim | 79.10 |