Last price paid | 0.60 | |
Change | +9.09% [ +0.05 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 22.05.2024 17:20 |
Fixing | 17.01.2025 |
Settlement date | 11.03.2024 |
Last trading | 17.01.2025 |
Final fixing | 17.01.2025 |
Currency redemption | CHF |
Perf. since issue | -27.84% |
Year to date (YTD) | n.a. |
1 month | -15.49% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.88 |
Underlying price on issue | 218.54 |
Premium | 0.85% |
Premium p.a. | 1.24% |
Leverage | 2.96 |
Implied volatility | 0.85 |
ISIN | CH1305141538 |
Symbol | COIVDZ |
Security | 130514153 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.01.2025 |
Underlying | Coinbase Glb Rg-A, US19260Q1076 |
Underlying ISIN | US19260Q1076 |
Strike | 400.00 |
C/P type | call |
Subscription ratio | 40.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 40 |
Value day | 04.03.2024 |
Premium | 84.78% |
Premium p.a. | 124.28% |
Leverage | 8.33 |
Implied volatility | 85.09% |
Moneyness | out-of-the-money |
Leverage | 2.9554 |
Delta | 0.3547 |
Gamma | 0.0001 |
Theta | -0.0030 |
Rho | 0.0085 |
Vega | 0.0163 |
Fair value | 0.64 |
Intrinsic value | n.a. |
Break-even | 427.78 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 48.83 |
LOGITECH INT. | 87.40 |
Swiss Re | 111.90 |
UBS | 27.90 |
Givaudan | 4'215.00 |
Name | Price |
---|---|
Nestlé SA | 94.04 |
Partners Group Ho... | 1'249.00 |
KUEHNE & NAGEL | 243.90 |
SWISSCOM N | 495.60 |
Holcim | 78.84 |