Last price paid | 0.61 | |
Change | -3.17% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 23.09.2024 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 | -45.09% |
Year to date (YTD) | n.a. |
1 month | +32.61% |
3 months | +15.09% |
1 year | n.a. |
3 years | n.a. |
Issue price | 1.12 |
Underlying price on issue | 167.90 |
Premium | 0.22% |
Premium p.a. | 0.43% |
Leverage | 1.99 |
Implied volatility | 0.76 |
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 | 21.85% |
Premium p.a. | 43.11% |
Leverage | 5.76 |
Implied volatility | 75.77% |
Moneyness | out-of-the-money |
Leverage | 1.9881 |
Delta | -0.3452 |
Gamma | 0.0001 |
Theta | -0.0017 |
Rho | -0.0093 |
Vega | 0.0093 |
Fair value | 0.62 |
Intrinsic value | n.a. |
Break-even | 130.91 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 118.75 |
SONOVA HLDG N | 292.70 |
Swiss Re | 117.30 |
Nestlé SA | 84.00 |
KUEHNE & NAGEL | 233.90 |
Name | Price |
---|---|
NOVARTIS N | 98.50 |
Lonza Group | 534.00 |
Holcim | 83.00 |
LOGITECH INT. | 72.70 |
Alcon AG | 83.28 |