Last price paid | 0.60 | |
Change | +1.69% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.09.2024 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 | -56.47% |
Year to date (YTD) | -46.90% |
1 month | +42.86% |
3 months | +13.21% |
1 year | n.a. |
3 years | n.a. |
Issue price | 1.39 |
Underlying price on issue | 155.90 |
Premium | 0.16% |
Premium p.a. | 0.46% |
Leverage | 2.41 |
Implied volatility | 0.75 |
ISIN | CH1305127065 |
Symbol | COIKPZ |
Security | 130512706 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.01.2025 |
Underlying | Coinbase Glb Rg-A, US19260Q1076 |
Underlying ISIN | US19260Q1076 |
Strike | 170.00 |
C/P type | put |
Subscription ratio | 40.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 40 |
Value day | 19.12.2023 |
Premium | 15.83% |
Premium p.a. | 46.22% |
Leverage | 5.88 |
Implied volatility | 74.64% |
Moneyness | in-the-money |
Leverage | 2.4059 |
Delta | -0.4095 |
Gamma | 0.0002 |
Theta | -0.0021 |
Rho | -0.0071 |
Vega | 0.0081 |
Fair value | 0.56 |
Intrinsic value | n.a. |
Break-even | 141.41 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 118.75 |
SONOVA HLDG N | 292.70 |
Swiss Re | 117.30 |
Nestlé SA | 84.00 |
KUEHNE & NAGEL | 233.90 |
Name | Price |
---|---|
NOVARTIS N | 98.50 |
Lonza Group | 534.00 |
Holcim | 83.00 |
LOGITECH INT. | 72.70 |
Alcon AG | 83.28 |