Last price paid | 0.91 | |
Change | -6.19% [ -0.06 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 23.05.2024 17:20 |
Fixing | 21.03.2025 |
Settlement date | 20.02.2024 |
Last trading | 21.03.2025 |
Final fixing | 21.03.2025 |
Currency redemption | CHF |
Perf. since issue | +120.73% |
Year to date (YTD) | n.a. |
1 month | -23.53% |
3 months | +89.58% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.41 |
Underlying price on issue | 143.31 |
Premium | 0.72% |
Premium p.a. | 0.85% |
Leverage | 2.58 |
Implied volatility | 0.83 |
ISIN | CH1305136421 |
Symbol | COIIRZ |
Security | 130513642 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | Coinbase Glb Rg-A, US19260Q1076 |
Underlying ISIN | US19260Q1076 |
Strike | 350.00 |
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 | 71.81% |
Premium p.a. | 84.82% |
Leverage | 5.73 |
Implied volatility | 82.96% |
Moneyness | out-of-the-money |
Leverage | 2.5776 |
Delta | 0.4502 |
Gamma | 0.0001 |
Theta | -0.0028 |
Rho | 0.0121 |
Vega | 0.0189 |
Fair value | 0.91 |
Intrinsic value | n.a. |
Break-even | 389.61 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 297.30 |
LOGITECH INT. | 87.98 |
ABB Ltd | 48.97 |
Givaudan | 4'239.00 |
Swiss Life Hldg | 625.00 |
Name | Price |
---|---|
Nestlé SA | 93.30 |
KUEHNE & NAGEL | 243.70 |
SWISSCOM N | 494.00 |
NOVARTIS N | 92.77 |
Partners Group Ho... | 1'259.00 |