Last price paid | 0.76 | |
Change | +10.14% [ +0.07 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 22.05.2024 17:20 |
Fixing | 17.01.2025 |
Settlement date | 28.02.2024 |
Last trading | 17.01.2025 |
Final fixing | 17.01.2025 |
Currency redemption | CHF |
Perf. since issue | +71.28% |
Year to date (YTD) | n.a. |
1 month | -10.59% |
3 months | +65.22% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.47 |
Underlying price on issue | 167.90 |
Premium | 0.66% |
Premium p.a. | 0.97% |
Leverage | 2.80 |
Implied volatility | 0.85 |
ISIN | CH1305138161 |
Symbol | COIZYZ |
Security | 130513816 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.01.2025 |
Underlying | Coinbase Glb Rg-A, US19260Q1076 |
Underlying ISIN | US19260Q1076 |
Strike | 350.00 |
C/P type | call |
Subscription ratio | 40.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 40 |
Value day | 21.02.2024 |
Premium | 66.39% |
Premium p.a. | 97.32% |
Leverage | 6.57 |
Implied volatility | 84.51% |
Moneyness | out-of-the-money |
Leverage | 2.7953 |
Delta | 0.4252 |
Gamma | 0.0001 |
Theta | -0.0031 |
Rho | 0.0099 |
Vega | 0.0171 |
Fair value | 0.81 |
Intrinsic value | n.a. |
Break-even | 385.21 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
UBS | 27.99 |
Compagnie Financi... | 142.40 |
Swiss Re | 112.10 |
ABB Ltd | 48.68 |
LOGITECH INT. | 87.12 |
Name | Price |
---|---|
Nestlé SA | 93.64 |
Partners Group Ho... | 1'251.00 |
Lonza Group | 508.40 |
SWISSCOM N | 495.80 |
Sika AG | 280.90 |