Last price paid | 0.92 | |
Change | -4.17% [ -0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 22.05.2024 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 | -42.22% |
Year to date (YTD) | n.a. |
1 month | -20.69% |
3 months | -38.26% |
1 year | n.a. |
3 years | n.a. |
Issue price | 1.67 |
Underlying price on issue | 167.90 |
Premium | 0.29% |
Premium p.a. | 0.43% |
Leverage | 1.52 |
Implied volatility | 0.84 |
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 | 29.32% |
Premium p.a. | 42.98% |
Leverage | 5.29 |
Implied volatility | 83.88% |
Moneyness | out-of-the-money |
Leverage | 1.5220 |
Delta | -0.2878 |
Gamma | 0.0001 |
Theta | -0.0021 |
Rho | -0.0166 |
Vega | 0.0144 |
Fair value | 0.97 |
Intrinsic value | n.a. |
Break-even | 157.79 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
LOGITECH INT. | 88.14 |
SONOVA HLDG N | 296.70 |
ABB Ltd | 48.95 |
Swiss Life Hldg | 624.60 |
Givaudan | 4'229.00 |
Name | Price |
---|---|
Nestlé SA | 93.48 |
SWISSCOM N | 493.60 |
KUEHNE & NAGEL | 243.90 |
Partners Group Ho... | 1'260.00 |
NOVARTIS N | 93.05 |