Last price paid | 0.42 | |
Change | -19.23% [ -0.10 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.06.2024 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 | -52.84% |
Year to date (YTD) | n.a. |
1 month | -23.64% |
3 months | -67.19% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.88 |
Underlying price on issue | 218.54 |
Premium | 0.87% |
Premium p.a. | 1.44% |
Leverage | 3.44 |
Implied volatility | 0.80 |
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 | 86.60% |
Premium p.a. | 143.68% |
Leverage | 12.08 |
Implied volatility | 79.96% |
Moneyness | out-of-the-money |
Leverage | 3.4446 |
Delta | 0.2852 |
Gamma | 0.0001 |
Theta | -0.0026 |
Rho | 0.0061 |
Vega | 0.0132 |
Fair value | 0.42 |
Intrinsic value | n.a. |
Break-even | 418.57 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 252.80 |
Swiss Life Hldg | 653.80 |
SWISSCOM N | 500.00 |
Givaudan | 4'314.00 |
NOVARTIS N | 93.99 |
Name | Price |
---|---|
Holcim | 78.70 |
UBS | 27.03 |
ABB Ltd | 49.79 |
Partners Group Ho... | 1'154.00 |
Sika AG | 255.40 |