Last price paid | 0.73 | |
Change | -1.35% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 19.06.2024 17:20 |
Fixing | 17.01.2025 |
Settlement date | 28.02.2024 |
Last trading | 17.01.2025 |
Final fixing | 17.01.2025 |
Currency redemption | CHF |
Perf. since issue | -55.99% |
Year to date (YTD) | n.a. |
1 month | -30.48% |
3 months | -31.13% |
1 year | n.a. |
3 years | n.a. |
Issue price | 1.67 |
Underlying price on issue | 167.90 |
Premium | 0.30% |
Premium p.a. | 0.49% |
Leverage | 1.87 |
Implied volatility | 0.80 |
ISIN | CH1305138229 |
Symbol | COIYTZ |
Security | 130513822 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.01.2025 |
Underlying | Coinbase Glb Rg-A, US19260Q1076 |
Underlying ISIN | US19260Q1076 |
Strike | 200.00 |
C/P type | put |
Subscription ratio | 40.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 40 |
Value day | 21.02.2024 |
Premium | 29.83% |
Premium p.a. | 49.27% |
Leverage | 7.21 |
Implied volatility | 79.67% |
Moneyness | out-of-the-money |
Leverage | 1.8711 |
Delta | -0.2596 |
Gamma | 0.0001 |
Theta | -0.0021 |
Rho | -0.0128 |
Vega | 0.0134 |
Fair value | 0.74 |
Intrinsic value | n.a. |
Break-even | 166.98 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'178.50 |
SONOVA HLDG N | 274.20 |
Alcon AG | 79.88 |
Swiss Re | 113.15 |
Lonza Group | 480.60 |
Name | Price |
---|---|
KUEHNE & NAGEL | 258.80 |
Compagnie Financi... | 139.65 |
LOGITECH INT. | 87.24 |
Holcim | 81.54 |
ROCHE GS | 250.00 |