Last price paid | 0.59 | |
Change | -6.35% [ -0.04 ] | |
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 | -59.35% |
Year to date (YTD) | -47.79% |
1 month | -25.32% |
3 months | -44.34% |
1 year | n.a. |
3 years | n.a. |
Issue price | 1.39 |
Underlying price on issue | 155.90 |
Premium | 0.37% |
Premium p.a. | 0.55% |
Leverage | 1.85 |
Implied volatility | 0.82 |
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 | 37.24% |
Premium p.a. | 54.59% |
Leverage | 9.37 |
Implied volatility | 81.74% |
Moneyness | out-of-the-money |
Leverage | 1.8486 |
Delta | -0.1973 |
Gamma | 0.0000 |
Theta | -0.0017 |
Rho | -0.0110 |
Vega | 0.0121 |
Fair value | 0.57 |
Intrinsic value | n.a. |
Break-even | 145.29 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
UBS | 28.04 |
Compagnie Financi... | 142.60 |
Swiss Re | 112.25 |
ABB Ltd | 48.68 |
Swiss Life Hldg | 622.60 |
Name | Price |
---|---|
Nestlé SA | 94.02 |
Partners Group Ho... | 1'254.50 |
SWISSCOM N | 495.80 |
Lonza Group | 509.00 |
SONOVA HLDG N | 291.30 |