Last price paid | 0.96 | |
Change | -4.95% [ -0.05 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 25.09.2024 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 | -42.81% |
Year to date (YTD) | n.a. |
1 month | +31.51% |
3 months | +14.29% |
1 year | n.a. |
3 years | n.a. |
Issue price | 1.67 |
Underlying price on issue | 167.90 |
Premium | 0.09% |
Premium p.a. | 0.28% |
Leverage | 2.09 |
Implied volatility | 0.72 |
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 | 9.35% |
Premium p.a. | 27.53% |
Leverage | 3.80 |
Implied volatility | 71.69% |
Moneyness | in-the-money |
Leverage | 2.0925 |
Delta | -0.5506 |
Gamma | 0.0002 |
Theta | -0.0020 |
Rho | -0.0100 |
Vega | 0.0084 |
Fair value | 0.34 |
Intrinsic value | n.a. |
Break-even | 155.01 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Givaudan | 4'670.00 |
ABB Ltd | 49.73 |
Compagnie Financi... | 121.40 |
GEBERIT N | 563.00 |
Sika AG | 276.90 |
Name | Price |
---|---|
UBS | 25.60 |
KUEHNE & NAGEL | 233.60 |
Lonza Group | 533.40 |
LOGITECH INT. | 72.64 |
Swiss Life Hldg | 714.60 |