Last price paid | 1.91 | |
Change | 0.00% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 22.05.2024 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 | +164.49% |
Year to date (YTD) | n.a. |
1 month | +2.69% |
3 months | +70.54% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.69 |
Underlying price on issue | 129.40 |
Premium | 0.21% |
Premium p.a. | 0.25% |
Leverage | 2.13 |
Implied volatility | 0.75 |
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 | 20.86% |
Premium p.a. | 24.64% |
Leverage | 2.90 |
Implied volatility | 75.45% |
Moneyness | in-the-money |
Leverage | 2.1302 |
Delta | 0.7342 |
Gamma | 0.0001 |
Theta | -0.0023 |
Rho | 0.0175 |
Vega | 0.0160 |
Fair value | 1.10 |
Intrinsic value | n.a. |
Break-even | 279.79 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
LOGITECH INT. | 87.40 |
UBS | 27.94 |
ABB Ltd | 48.57 |
ROCHE GS | 233.90 |
Swiss Re | 111.55 |
Name | Price |
---|---|
Nestlé SA | 93.98 |
Lonza Group | 507.80 |
SWISSCOM N | 496.40 |
Partners Group Ho... | 1'260.00 |
Sika AG | 281.30 |