Last price paid | 0.23 | |
Change | +4.55% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 03.06.2024 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 | -34.72% |
Year to date (YTD) | -50.00% |
1 month | -42.50% |
3 months | -62.30% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.36 |
Underlying price on issue | 155.91 |
Premium | 0.14% |
Premium p.a. | 1.97% |
Leverage | 8.20 |
Implied volatility | 0.75 |
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 | 13.50% |
Premium p.a. | 197.13% |
Leverage | 21.86 |
Implied volatility | 74.87% |
Moneyness | out-of-the-money |
Leverage | 8.1952 |
Delta | 0.3749 |
Gamma | 0.0002 |
Theta | -0.0080 |
Rho | 0.0012 |
Vega | 0.0051 |
Fair value | 0.24 |
Intrinsic value | n.a. |
Break-even | 260.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Nestlé SA | 96.46 |
ABB Ltd | 49.79 |
ROCHE GS | 232.10 |
SWISSCOM N | 500.00 |
GEBERIT N | 552.20 |
Name | Price |
---|---|
LOGITECH INT. | 87.38 |
Swiss Re | 113.55 |
Sika AG | 270.90 |
SONOVA HLDG N | 283.00 |
Givaudan | 4'214.00 |