Last price paid | 0.56 | |
Change | +1.82% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 08.07.2024 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 | -19.29% |
Year to date (YTD) | -16.42% |
1 month | -54.10% |
3 months | -62.16% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.70 |
Underlying price on issue | 164.39 |
Premium | 0.47% |
Premium p.a. | 0.84% |
Leverage | 3.50 |
Implied volatility | 0.71 |
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 | 46.97% |
Premium p.a. | 84.45% |
Leverage | 8.78 |
Implied volatility | 70.66% |
Moneyness | out-of-the-money |
Leverage | 3.5037 |
Delta | 0.3989 |
Gamma | 0.0001 |
Theta | -0.0027 |
Rho | 0.0079 |
Vega | 0.0143 |
Fair value | 0.57 |
Intrinsic value | n.a. |
Break-even | 325.19 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 110.20 |
Holcim | 81.76 |
Swiss Life Hldg | 669.00 |
Givaudan | 4'305.00 |
ZURICH INSURANCE | 475.50 |
Name | Price |
---|---|
KUEHNE & NAGEL | 255.90 |
Compagnie Financi... | 138.25 |
Partners Group Ho... | 1'206.50 |
SONOVA HLDG N | 274.20 |
Sika AG | 258.60 |