Last price paid | 0.53 | |
Change | +3.92% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 23.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 11.03.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -54.66% |
Year to date (YTD) | n.a. |
1 month | -27.40% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 1.18 |
Underlying price on issue | 218.54 |
Premium | 0.09% |
Premium p.a. | 0.91% |
Leverage | 4.50 |
Implied volatility | 0.79 |
ISIN | CH1305141587 |
Symbol | COI1QZ |
Security | 130514158 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Coinbase Glb Rg-A, US19260Q1076 |
Underlying ISIN | US19260Q1076 |
Strike | 230.00 |
C/P type | put |
Subscription ratio | 40.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 40 |
Value day | 04.03.2024 |
Premium | 8.95% |
Premium p.a. | 90.69% |
Leverage | 9.69 |
Implied volatility | 78.81% |
Moneyness | in-the-money |
Leverage | 4.4996 |
Delta | -0.4643 |
Gamma | 0.0002 |
Theta | -0.0067 |
Rho | -0.0029 |
Vega | 0.0065 |
Fair value | 0.46 |
Intrinsic value | n.a. |
Break-even | 206.59 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 297.30 |
LOGITECH INT. | 87.98 |
ABB Ltd | 48.97 |
Givaudan | 4'239.00 |
Swiss Life Hldg | 625.00 |
Name | Price |
---|---|
Nestlé SA | 93.30 |
KUEHNE & NAGEL | 243.70 |
SWISSCOM N | 494.00 |
NOVARTIS N | 92.77 |
Partners Group Ho... | 1'259.00 |