Last price paid | 0.84 | |
Change | -9.68% [ -0.09 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.06.2024 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 | +125.68% |
Year to date (YTD) | n.a. |
1 month | -30.00% |
3 months | -52.81% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.37 |
Underlying price on issue | 129.40 |
Premium | 0.57% |
Premium p.a. | 0.75% |
Leverage | 2.71 |
Implied volatility | 0.79 |
ISIN | CH1305135654 |
Symbol | COIHMZ |
Security | 130513565 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
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 | 05.02.2024 |
Premium | 56.62% |
Premium p.a. | 74.61% |
Leverage | 5.76 |
Implied volatility | 79.20% |
Moneyness | out-of-the-money |
Leverage | 2.7119 |
Delta | 0.4704 |
Gamma | 0.0001 |
Theta | -0.0026 |
Rho | 0.0108 |
Vega | 0.0167 |
Fair value | 0.84 |
Intrinsic value | n.a. |
Break-even | 337.36 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 96.01 |
Lonza Group | 487.10 |
GEBERIT N | 547.40 |
Alcon AG | 80.80 |
Partners Group Ho... | 1'171.00 |
Name | Price |
---|---|
Holcim | 78.78 |
Swiss Life Hldg | 656.00 |
Swiss Re | 113.10 |
ABB Ltd | 50.12 |
Sika AG | 257.20 |