Last price paid | 0.16 | |
Change | -5.88% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 04.06.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 29.02.2024 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -75.37% |
Year to date (YTD) | n.a. |
1 month | -46.67% |
3 months | -62.79% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.67 |
Underlying price on issue | 170.73 |
Premium | 0.37% |
Premium p.a. | 1.16% |
Leverage | 3.69 |
Implied volatility | 0.79 |
ISIN | CH1305139615 |
Symbol | COICAZ |
Security | 130513961 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
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 | 22.02.2024 |
Premium | 36.86% |
Premium p.a. | 115.97% |
Leverage | 30.82 |
Implied volatility | 79.48% |
Moneyness | out-of-the-money |
Leverage | 3.6871 |
Delta | -0.1196 |
Gamma | 0.0001 |
Theta | -0.0018 |
Rho | -0.0025 |
Vega | 0.0057 |
Fair value | 0.17 |
Intrinsic value | n.a. |
Break-even | 142.67 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 492.30 |
Nestlé SA | 97.60 |
Givaudan | 4'263.00 |
SONOVA HLDG N | 285.80 |
ROCHE GS | 234.20 |
Name | Price |
---|---|
UBS | 27.82 |
Swiss Re | 111.55 |
ABB Ltd | 49.13 |
ZURICH INSURANCE | 470.30 |
GEBERIT N | 548.40 |