Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 05.06.2024 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 | -98.00% |
Year to date (YTD) | n.a. |
1 month | -82.35% |
3 months | -94.64% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.50 |
Underlying price on issue | 167.90 |
Premium | 0.40% |
Premium p.a. | 6.32% |
Leverage | 9.85 |
Implied volatility | 1.03 |
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 | 39.83% |
Premium p.a. | 632.10% |
Leverage | 555.44 |
Implied volatility | 102.57% |
Moneyness | out-of-the-money |
Leverage | 9.8450 |
Delta | -0.0177 |
Gamma | 0.0000 |
Theta | -0.0013 |
Rho | -0.0001 |
Vega | 0.0006 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 149.55 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 266.30 |
ABB Ltd | 50.22 |
LOGITECH INT. | 89.00 |
Compagnie Financi... | 146.80 |
NOVARTIS N | 94.50 |
Name | Price |
---|---|
Nestlé SA | 97.72 |
UBS | 27.95 |
GEBERIT N | 552.80 |
ROCHE GS | 236.10 |
SWISSCOM N | 507.00 |