Last price paid | 1.21 | |
Change | -3.20% [ -0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 26.09.2024 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 | -38.83% |
Year to date (YTD) | n.a. |
1 month | +21.00% |
3 months | +12.04% |
1 year | n.a. |
3 years | n.a. |
Issue price | 1.97 |
Underlying price on issue | 166.42 |
Premium | 0.14% |
Premium p.a. | 0.28% |
Leverage | 1.53 |
Implied volatility | 0.79 |
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 | 14.05% |
Premium p.a. | 28.02% |
Leverage | 3.13 |
Implied volatility | 78.65% |
Moneyness | in-the-money |
Leverage | 1.5343 |
Delta | -0.4907 |
Gamma | 0.0001 |
Theta | -0.0019 |
Rho | -0.0153 |
Vega | 0.0106 |
Fair value | 0.53 |
Intrinsic value | n.a. |
Break-even | 153.05 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 131.15 |
LOGITECH INT. | 74.76 |
UBS | 26.20 |
Partners Group Ho... | 1'259.00 |
Lonza Group | 540.40 |
Name | Price |
---|---|
NOVARTIS N | 97.90 |
Givaudan | 4'609.00 |
KUEHNE & NAGEL | 231.90 |
GEBERIT N | 559.60 |
ZURICH INSURANCE | 515.40 |