Last price paid | 0.53 | |
Change | -5.36% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 04.06.2024 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 | -60.07% |
Year to date (YTD) | -53.10% |
1 month | -26.39% |
3 months | -35.37% |
1 year | n.a. |
3 years | n.a. |
Issue price | 1.39 |
Underlying price on issue | 155.90 |
Premium | 0.37% |
Premium p.a. | 0.57% |
Leverage | 1.85 |
Implied volatility | 0.84 |
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 | 37.27% |
Premium p.a. | 57.39% |
Leverage | 9.31 |
Implied volatility | 83.75% |
Moneyness | out-of-the-money |
Leverage | 1.8466 |
Delta | -0.1983 |
Gamma | 0.0000 |
Theta | -0.0018 |
Rho | -0.0103 |
Vega | 0.0116 |
Fair value | 0.56 |
Intrinsic value | n.a. |
Break-even | 145.16 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 492.30 |
Nestlé SA | 97.60 |
Givaudan | 4'263.00 |
SONOVA HLDG N | 285.80 |
ROCHE GS | 234.20 |
Name | Price |
---|---|
UBS | 27.82 |
Swiss Re | 111.55 |
ABB Ltd | 49.13 |
ZURICH INSURANCE | 470.30 |
GEBERIT N | 548.40 |