Last price paid | 0.53 | |
Change | -3.64% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.09.2024 17:20 |
Fixing | 21.03.2025 |
Settlement date | 12.02.2024 |
Last trading | 21.03.2025 |
Final fixing | 21.03.2025 |
Currency redemption | CHF |
Perf. since issue | -23.91% |
Year to date (YTD) | n.a. |
1 month | -51.82% |
3 months | -65.13% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.69 |
Underlying price on issue | 129.40 |
Premium | 0.34% |
Premium p.a. | 0.67% |
Leverage | 3.29 |
Implied volatility | 0.72 |
ISIN | CH1305135639 |
Symbol | COI0SZ |
Security | 130513563 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | Coinbase Glb Rg-A, US19260Q1076 |
Underlying ISIN | US19260Q1076 |
Strike | 200.00 |
C/P type | call |
Subscription ratio | 40.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 40 |
Value day | 05.02.2024 |
Premium | 33.83% |
Premium p.a. | 66.75% |
Leverage | 6.77 |
Implied volatility | 72.44% |
Moneyness | out-of-the-money |
Leverage | 3.2904 |
Delta | 0.4861 |
Gamma | 0.0001 |
Theta | -0.0021 |
Rho | 0.0061 |
Vega | 0.0101 |
Fair value | 0.53 |
Intrinsic value | n.a. |
Break-even | 224.82 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 118.75 |
SONOVA HLDG N | 292.70 |
Swiss Re | 117.30 |
Nestlé SA | 84.00 |
KUEHNE & NAGEL | 233.90 |
Name | Price |
---|---|
NOVARTIS N | 98.50 |
Lonza Group | 534.00 |
Holcim | 83.00 |
LOGITECH INT. | 72.70 |
Alcon AG | 83.28 |