Last price paid | 0.48 | |
Change | -2.04% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 19.06.2024 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 | -57.59% |
Year to date (YTD) | n.a. |
1 month | -30.43% |
3 months | -31.43% |
1 year | n.a. |
3 years | n.a. |
Issue price | 1.12 |
Underlying price on issue | 167.90 |
Premium | 0.41% |
Premium p.a. | 0.54% |
Leverage | 1.85 |
Implied volatility | 0.80 |
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 | 41.23% |
Premium p.a. | 53.56% |
Leverage | 11.06 |
Implied volatility | 80.12% |
Moneyness | out-of-the-money |
Leverage | 1.8501 |
Delta | -0.1673 |
Gamma | 0.0000 |
Theta | -0.0014 |
Rho | -0.0104 |
Vega | 0.0115 |
Fair value | 0.48 |
Intrinsic value | n.a. |
Break-even | 138.66 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'178.50 |
Sika AG | 261.70 |
Swiss Re | 113.10 |
Givaudan | 4'338.00 |
Holcim | 82.68 |
Name | Price |
---|---|
Nestlé SA | 94.02 |
NOVARTIS N | 93.61 |
UBS | 27.59 |
Compagnie Financi... | 140.95 |
ROCHE GS | 249.80 |