Last price paid | 0.21 | |
Change | -8.70% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 22.05.2024 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 | -72.39% |
Year to date (YTD) | n.a. |
1 month | -44.74% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.67 |
Underlying price on issue | 170.73 |
Premium | 0.39% |
Premium p.a. | 1.11% |
Leverage | 3.39 |
Implied volatility | 0.81 |
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 | 38.70% |
Premium p.a. | 111.24% |
Leverage | 28.60 |
Implied volatility | 81.48% |
Moneyness | out-of-the-money |
Leverage | 3.3896 |
Delta | -0.1185 |
Gamma | 0.0000 |
Theta | -0.0019 |
Rho | -0.0028 |
Vega | 0.0062 |
Fair value | 0.19 |
Intrinsic value | n.a. |
Break-even | 141.91 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 48.79 |
LOGITECH INT. | 87.34 |
Swiss Re | 111.90 |
UBS | 27.90 |
Givaudan | 4'219.00 |
Name | Price |
---|---|
Nestlé SA | 94.02 |
Partners Group Ho... | 1'248.50 |
KUEHNE & NAGEL | 243.90 |
SWISSCOM N | 495.80 |
Holcim | 78.84 |