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 | -1.39% |
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 | 0.14% |
Premium p.a. | 1.40% |
Leverage | 6.51 |
Implied volatility | 0.74 |
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 | 14.18% |
Premium p.a. | 139.93% |
Leverage | 14.97 |
Implied volatility | 74.44% |
Moneyness | out-of-the-money |
Leverage | 6.5077 |
Delta | 0.4348 |
Gamma | 0.0002 |
Theta | -0.0070 |
Rho | 0.0020 |
Vega | 0.0067 |
Fair value | 0.36 |
Intrinsic value | n.a. |
Break-even | 265.54 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 291.50 |
LOGITECH INT. | 86.32 |
Alcon AG | 82.44 |
Holcim | 79.02 |
GEBERIT N | 561.40 |
Name | Price |
---|---|
Compagnie Financi... | 140.60 |
Swiss Life Hldg | 616.40 |
ROCHE GS | 231.90 |
NOVARTIS N | 93.16 |
ABB Ltd | 48.11 |