Last price paid | 0.62 | |
Change | -12.68% [ -0.09 ] | |
Last traded volume | 5'000.00 Unit | |
Cumulative volume | 5'000.00 Unit | |
Date/time | 24.06.2024 11:44 |
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 | -10.71% |
Year to date (YTD) | +5.97% |
1 month | -14.46% |
3 months | -59.89% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.70 |
Underlying price on issue | 164.39 |
Premium | 0.45% |
Premium p.a. | 0.76% |
Leverage | 3.39 |
Implied volatility | 0.70 |
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 | 45.23% |
Premium p.a. | 76.08% |
Leverage | 8.06 |
Implied volatility | 69.52% |
Moneyness | out-of-the-money |
Leverage | 3.3916 |
Delta | 0.4207 |
Gamma | 0.0001 |
Theta | -0.0027 |
Rho | 0.0089 |
Vega | 0.0152 |
Fair value | 0.63 |
Intrinsic value | n.a. |
Break-even | 328.02 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 95.70 |
Lonza Group | 482.60 |
Partners Group Ho... | 1'166.00 |
UBS | 27.31 |
GEBERIT N | 543.00 |
Name | Price |
---|---|
Swiss Life Hldg | 651.20 |
Swiss Re | 112.05 |
SONOVA HLDG N | 270.30 |
Sika AG | 255.90 |
Holcim | 78.90 |