Last price paid | 0.48 | |
Change | +2.13% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.06.2024 17:20 |
Fixing | 21.03.2025 |
Settlement date | 28.02.2024 |
Last trading | 21.03.2025 |
Final fixing | 21.03.2025 |
Currency redemption | CHF |
Perf. since issue | -56.70% |
Year to date (YTD) | n.a. |
1 month | -29.41% |
3 months | -33.33% |
1 year | n.a. |
3 years | n.a. |
Issue price | 1.12 |
Underlying price on issue | 167.90 |
Premium | 0.43% |
Premium p.a. | 0.55% |
Leverage | 1.77 |
Implied volatility | 0.83 |
ISIN | CH1305138252 |
Symbol | COI5EZ |
Security | 130513825 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | Coinbase Glb Rg-A, US19260Q1076 |
Underlying ISIN | US19260Q1076 |
Strike | 160.00 |
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 | 43.43% |
Premium p.a. | 55.23% |
Leverage | 11.22 |
Implied volatility | 82.82% |
Moneyness | out-of-the-money |
Leverage | 1.7715 |
Delta | -0.1580 |
Gamma | 0.0000 |
Theta | -0.0015 |
Rho | -0.0106 |
Vega | 0.0116 |
Fair value | 0.49 |
Intrinsic value | n.a. |
Break-even | 138.22 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 95.01 |
ROCHE GS | 247.60 |
Nestlé SA | 95.28 |
SWISSCOM N | 496.00 |
Lonza Group | 480.30 |
Name | Price |
---|---|
LOGITECH INT. | 88.38 |
Sika AG | 255.90 |
Partners Group Ho... | 1'154.50 |
Holcim | 80.04 |
ABB Ltd | 49.89 |