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 | -35.80% |
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 | 0.83% |
Premium p.a. | 1.22% |
Leverage | 3.13 |
Implied volatility | 0.81 |
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 | 83.45% |
Premium p.a. | 122.32% |
Leverage | 9.37 |
Implied volatility | 80.71% |
Moneyness | out-of-the-money |
Leverage | 3.1264 |
Delta | 0.3336 |
Gamma | 0.0001 |
Theta | -0.0028 |
Rho | 0.0082 |
Vega | 0.0159 |
Fair value | 0.57 |
Intrinsic value | n.a. |
Break-even | 424.70 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 112.35 |
UBS | 27.97 |
ABB Ltd | 48.70 |
Swiss Life Hldg | 622.00 |
Compagnie Financi... | 141.70 |
Name | Price |
---|---|
Nestlé SA | 94.02 |
Partners Group Ho... | 1'254.50 |
SWISSCOM N | 495.40 |
Lonza Group | 509.20 |
SONOVA HLDG N | 291.40 |