Last price paid | 0.95 | |
Change | -13.64% [ -0.15 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 20.02.2024 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | +110.00% |
Year to date (YTD) | n.a. |
1 month | -3.06% |
3 months | -5.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.45 |
Underlying price on issue | 143.31 |
Premium | 0.21% |
Premium p.a. | 0.63% |
Leverage | 3.19 |
Implied volatility | 0.83 |
ISIN | CH1305136413 |
Symbol | COITUZ |
Security | 130513641 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Coinbase Glb Rg-A, US19260Q1076 |
Underlying ISIN | US19260Q1076 |
Strike | 230.00 |
C/P type | call |
Subscription ratio | 40.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 40 |
Value day | 12.02.2024 |
Premium | 20.55% |
Premium p.a. | 63.03% |
Leverage | 5.39 |
Implied volatility | 82.59% |
Moneyness | out-of-the-money |
Leverage | 3.1872 |
Delta | 0.5916 |
Gamma | 0.0001 |
Theta | -0.0042 |
Rho | 0.0067 |
Vega | 0.0113 |
Fair value | 0.95 |
Intrinsic value | n.a. |
Break-even | 271.86 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |