Last price paid | 1.18 | |
Change | -4.84% [ -0.06 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 04.06.2024 17:20 |
Fixing | 17.01.2025 |
Settlement date | 09.01.2024 |
Last trading | 17.01.2025 |
Final fixing | 17.01.2025 |
Currency redemption | CHF |
Perf. since issue | -48.36% |
Year to date (YTD) | n.a. |
1 month | -19.18% |
3 months | -25.32% |
1 year | n.a. |
3 years | n.a. |
Issue price | 2.14 |
Underlying price on issue | 186.46 |
Premium | 0.26% |
Premium p.a. | 0.40% |
Leverage | 1.57 |
Implied volatility | 0.82 |
ISIN | CH1305128931 |
Symbol | COICRZ |
Security | 130512893 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.01.2025 |
Underlying | Coinbase Glb Rg-A, US19260Q1076 |
Underlying ISIN | US19260Q1076 |
Strike | 230.00 |
C/P type | put |
Subscription ratio | 40.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 40 |
Value day | 29.12.2023 |
Premium | 26.05% |
Premium p.a. | 40.29% |
Leverage | 4.93 |
Implied volatility | 81.73% |
Moneyness | out-of-the-money |
Leverage | 1.5670 |
Delta | -0.3179 |
Gamma | 0.0001 |
Theta | -0.0023 |
Rho | -0.0183 |
Vega | 0.0156 |
Fair value | 1.11 |
Intrinsic value | n.a. |
Break-even | 180.49 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 94.23 |
Givaudan | 4'327.00 |
SONOVA HLDG N | 289.70 |
ROCHE GS | 236.70 |
Lonza Group | 497.00 |
Name | Price |
---|---|
Holcim | 77.94 |
KUEHNE & NAGEL | 257.10 |
UBS | 27.84 |
Swiss Re | 111.70 |
Swiss Life Hldg | 627.00 |