Last price paid | 0.26 | |
Change | -3.70% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 03.06.2024 17:20 |
Fixing | 17.01.2025 |
Settlement date | 01.02.2024 |
Last trading | 17.01.2025 |
Final fixing | 17.01.2025 |
Currency redemption | CHF |
Perf. since issue | -73.71% |
Year to date (YTD) | n.a. |
1 month | -27.78% |
3 months | -46.94% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.97 |
Underlying price on issue | 121.61 |
Premium | 0.48% |
Premium p.a. | 0.74% |
Leverage | 2.20 |
Implied volatility | 0.84 |
ISIN | CH1305133022 |
Symbol | COIWNZ |
Security | 130513302 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.01.2025 |
Underlying | Coinbase Glb Rg-A, US19260Q1076 |
Underlying ISIN | US19260Q1076 |
Strike | 130.00 |
C/P type | put |
Subscription ratio | 40.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 40 |
Value day | 25.01.2024 |
Premium | 48.45% |
Premium p.a. | 74.30% |
Leverage | 20.20 |
Implied volatility | 84.35% |
Moneyness | out-of-the-money |
Leverage | 2.2014 |
Delta | -0.1090 |
Gamma | 0.0000 |
Theta | -0.0013 |
Rho | -0.0053 |
Vega | 0.0078 |
Fair value | 0.26 |
Intrinsic value | n.a. |
Break-even | 118.61 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Nestlé SA | 96.46 |
ABB Ltd | 49.79 |
ROCHE GS | 232.10 |
SWISSCOM N | 500.00 |
GEBERIT N | 552.20 |
Name | Price |
---|---|
LOGITECH INT. | 87.38 |
Swiss Re | 113.55 |
Sika AG | 270.90 |
SONOVA HLDG N | 283.00 |
Givaudan | 4'214.00 |