Last price paid | 0.91 | |
Change | +9.64% [ +0.08 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 22.05.2024 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 | +37.86% |
Year to date (YTD) | +35.82% |
1 month | -10.78% |
3 months | +59.65% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.70 |
Underlying price on issue | 164.39 |
Premium | 0.48% |
Premium p.a. | 0.70% |
Leverage | 2.73 |
Implied volatility | 0.80 |
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 | 47.84% |
Premium p.a. | 70.12% |
Leverage | 5.48 |
Implied volatility | 79.96% |
Moneyness | out-of-the-money |
Leverage | 2.7292 |
Delta | 0.4981 |
Gamma | 0.0001 |
Theta | -0.0031 |
Rho | 0.0114 |
Vega | 0.0174 |
Fair value | 0.97 |
Intrinsic value | n.a. |
Break-even | 342.25 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 48.91 |
Swiss Re | 112.15 |
LOGITECH INT. | 87.42 |
ROCHE GS | 234.60 |
Givaudan | 4'224.00 |
Name | Price |
---|---|
Nestlé SA | 94.04 |
Partners Group Ho... | 1'251.00 |
KUEHNE & NAGEL | 243.90 |
SWISSCOM N | 496.60 |
Holcim | 79.04 |