Last price paid | 0.61 | |
Change | +5.17% [ +0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 04.06.2024 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 | -31.25% |
Year to date (YTD) | n.a. |
1 month | -3.17% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.88 |
Underlying price on issue | 218.54 |
Premium | 0.86% |
Premium p.a. | 1.31% |
Leverage | 3.02 |
Implied volatility | 0.86 |
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 | 83.05% |
Premium p.a. | 127.37% |
Leverage | 8.65 |
Implied volatility | 85.10% |
Moneyness | out-of-the-money |
Leverage | 3.0180 |
Delta | 0.3488 |
Gamma | 0.0001 |
Theta | -0.0030 |
Rho | 0.0080 |
Vega | 0.0156 |
Fair value | 0.61 |
Intrinsic value | n.a. |
Break-even | 426.96 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 492.30 |
Nestlé SA | 97.60 |
Givaudan | 4'263.00 |
SONOVA HLDG N | 285.80 |
ROCHE GS | 234.20 |
Name | Price |
---|---|
UBS | 27.82 |
Swiss Re | 111.55 |
ABB Ltd | 49.13 |
ZURICH INSURANCE | 470.30 |
GEBERIT N | 548.40 |