Last price paid | 0.93 | |
Change | +5.68% [ +0.05 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 04.06.2024 17:20 |
Fixing | 17.01.2025 |
Settlement date | 03.01.2024 |
Last trading | 17.01.2025 |
Final fixing | 17.01.2025 |
Currency redemption | CHF |
Perf. since issue | +26.43% |
Year to date (YTD) | +38.81% |
1 month | -13.89% |
3 months | -24.39% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.70 |
Underlying price on issue | 164.39 |
Premium | 0.47% |
Premium p.a. | 0.73% |
Leverage | 2.83 |
Implied volatility | 0.79 |
ISIN | CH1305128121 |
Symbol | COIY5Z |
Security | 130512812 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.01.2025 |
Underlying | Coinbase Glb Rg-A, US19260Q1076 |
Underlying ISIN | US19260Q1076 |
Strike | 300.00 |
C/P type | call |
Subscription ratio | 40.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 40 |
Value day | 21.12.2023 |
Premium | 47.40% |
Premium p.a. | 72.70% |
Leverage | 5.83 |
Implied volatility | 79.07% |
Moneyness | out-of-the-money |
Leverage | 2.8252 |
Delta | 0.4850 |
Gamma | 0.0001 |
Theta | -0.0030 |
Rho | 0.0105 |
Vega | 0.0166 |
Fair value | 0.89 |
Intrinsic value | n.a. |
Break-even | 339.54 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 94.30 |
SONOVA HLDG N | 289.30 |
Givaudan | 4'314.00 |
ROCHE GS | 237.00 |
Sika AG | 272.10 |
Name | Price |
---|---|
KUEHNE & NAGEL | 256.40 |
Holcim | 77.92 |
UBS | 27.84 |
LOGITECH INT. | 87.34 |
Nestlé SA | 97.92 |