Last price paid | 0.35 | |
Change | +16.67% [ +0.05 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 22.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 28.12.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +6.94% |
Year to date (YTD) | -23.91% |
1 month | -35.19% |
3 months | +12.90% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.36 |
Underlying price on issue | 155.91 |
Premium | 0.15% |
Premium p.a. | 1.55% |
Leverage | 6.05 |
Implied volatility | 0.82 |
ISIN | CH1305127289 |
Symbol | COIW6Z |
Security | 130512728 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
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 | 15.26% |
Premium p.a. | 154.74% |
Leverage | 13.75 |
Implied volatility | 81.64% |
Moneyness | out-of-the-money |
Leverage | 6.0470 |
Delta | 0.4399 |
Gamma | 0.0002 |
Theta | -0.0078 |
Rho | 0.0019 |
Vega | 0.0066 |
Fair value | 0.39 |
Intrinsic value | n.a. |
Break-even | 266.84 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
UBS | 28.03 |
Swiss Re | 112.25 |
Compagnie Financi... | 142.30 |
ABB Ltd | 48.67 |
LOGITECH INT. | 87.20 |
Name | Price |
---|---|
Nestlé SA | 93.84 |
Partners Group Ho... | 1'254.50 |
SWISSCOM N | 495.60 |
Lonza Group | 509.40 |
SONOVA HLDG N | 291.10 |