Last price paid | 0.03 | |
Change | -14.29% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 22.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 28.02.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -95.00% |
Year to date (YTD) | n.a. |
1 month | -81.25% |
3 months | -93.18% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.50 |
Underlying price on issue | 167.90 |
Premium | 0.34% |
Premium p.a. | 3.42% |
Leverage | 8.69 |
Implied volatility | 0.82 |
ISIN | CH1305138179 |
Symbol | COII7Z |
Security | 130513817 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Coinbase Glb Rg-A, US19260Q1076 |
Underlying ISIN | US19260Q1076 |
Strike | 150.00 |
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 | 33.76% |
Premium p.a. | 342.30% |
Leverage | 205.37 |
Implied volatility | 81.73% |
Moneyness | out-of-the-money |
Leverage | 8.6896 |
Delta | -0.0423 |
Gamma | 0.0000 |
Theta | -0.0016 |
Rho | -0.0002 |
Vega | 0.0015 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 148.91 |
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 |
ABB Ltd | 48.98 |
LOGITECH INT. | 87.72 |
Swiss Life Hldg | 624.40 |
Givaudan | 4'230.00 |
Name | Price |
---|---|
Nestlé SA | 93.30 |
KUEHNE & NAGEL | 243.20 |
SWISSCOM N | 493.80 |
NOVARTIS N | 92.67 |
Partners Group Ho... | 1'256.50 |