Last price paid | 1.11 | |
Change | +3.74% [ +0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.06.2024 17:20 |
Fixing | 21.03.2025 |
Settlement date | 01.03.2024 |
Last trading | 21.03.2025 |
Final fixing | 21.03.2025 |
Currency redemption | CHF |
Perf. since issue | -43.40% |
Year to date (YTD) | n.a. |
1 month | -2.63% |
3 months | -5.13% |
1 year | n.a. |
3 years | n.a. |
Issue price | 1.97 |
Underlying price on issue | 166.42 |
Premium | 0.26% |
Premium p.a. | 0.34% |
Leverage | 1.41 |
Implied volatility | 0.80 |
ISIN | CH1305139847 |
Symbol | COIM8Z |
Security | 130513984 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | Coinbase Glb Rg-A, US19260Q1076 |
Underlying ISIN | US19260Q1076 |
Strike | 210.00 |
C/P type | put |
Subscription ratio | 40.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 40 |
Value day | 23.02.2024 |
Premium | 25.82% |
Premium p.a. | 34.02% |
Leverage | 4.32 |
Implied volatility | 80.04% |
Moneyness | out-of-the-money |
Leverage | 1.4144 |
Delta | -0.3270 |
Gamma | 0.0001 |
Theta | -0.0018 |
Rho | -0.0204 |
Vega | 0.0152 |
Fair value | 1.12 |
Intrinsic value | n.a. |
Break-even | 160.10 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 96.01 |
Lonza Group | 487.10 |
GEBERIT N | 547.40 |
Alcon AG | 80.80 |
Partners Group Ho... | 1'171.00 |
Name | Price |
---|---|
Holcim | 78.78 |
Swiss Life Hldg | 656.00 |
Swiss Re | 113.10 |
ABB Ltd | 50.12 |
Sika AG | 257.20 |