Last price paid | n.a. | |
Change | -20.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | n.a. n.a. |
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 | -95.76% |
Year to date (YTD) | n.a. |
1 month | -94.81% |
3 months | -95.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 1.18 |
Underlying price on issue | 218.54 |
Premium | 0.03% |
Premium p.a. | 1.61% |
Leverage | 32.37 |
Implied volatility | 0.34 |
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 | 3.09% |
Premium p.a. | 161.32% |
Leverage | 104.87 |
Implied volatility | 34.14% |
Moneyness | out-of-the-money |
Leverage | 32.3687 |
Delta | -0.3087 |
Gamma | 0.0009 |
Theta | -0.0062 |
Rho | -0.0003 |
Vega | 0.0026 |
Fair value | 0.05 |
Intrinsic value | n.a. |
Break-even | 227.76 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Nestlé SA | 88.78 |
ROCHE GS | 283.80 |
SWISSCOM N | 530.00 |
NOVARTIS N | 97.07 |
SONOVA HLDG N | 264.40 |
Name | Price |
---|---|
ABB Ltd | 45.39 |
UBS | 24.99 |
LOGITECH INT. | 74.96 |
Holcim | 78.14 |
Partners Group Ho... | 1'138.00 |