Last price paid | 0.65 | |
Change | -10.96% [ -0.08 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.06.2024 17:20 |
Perf. since issue | +52.44% |
Year to date (YTD) | n.a. |
1 month | -34.34% |
3 months | -57.24% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.41 |
Underlying price on issue | 143.31 |
Premium | 0.75% |
Premium p.a. | 1.00% |
Leverage | 2.94 |
Implied volatility | 0.79 |
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 | 75.43% |
Premium p.a. | 99.75% |
Leverage | 7.71 |
Implied volatility | 78.92% |
Moneyness | out-of-the-money |
Leverage | 2.9373 |
Delta | 0.3810 |
Gamma | 0.0001 |
Theta | -0.0025 |
Rho | 0.0092 |
Vega | 0.0160 |
Fair value | 0.63 |
Intrinsic value | n.a. |
Break-even | 377.94 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 143.35 |
Sika AG | 257.00 |
Givaudan | 4'338.00 |
Swiss Life Hldg | 654.20 |
NOVARTIS N | 95.74 |
Name | Price |
---|---|
UBS | 26.46 |
Partners Group Ho... | 1'146.50 |
GEBERIT N | 538.60 |
Alcon AG | 79.52 |
ROCHE GS | 252.60 |