Last price paid | 1.86 | |
Change | -2.11% [ -0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 26.09.2024 17:20 |
Fixing | 21.03.2025 |
Settlement date | 11.03.2024 |
Last trading | 21.03.2025 |
Final fixing | 21.03.2025 |
Currency redemption | CHF |
Perf. since issue | -21.04% |
Year to date (YTD) | n.a. |
1 month | +19.23% |
3 months | +13.41% |
1 year | n.a. |
3 years | n.a. |
Issue price | 2.21 |
Underlying price on issue | 218.76 |
Premium | 0.07% |
Premium p.a. | 0.14% |
Leverage | 1.37 |
Implied volatility | 0.73 |
ISIN | CH1305141892 |
Symbol | COIDFZ |
Security | 130514189 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | Coinbase Glb Rg-A, US19260Q1076 |
Underlying ISIN | US19260Q1076 |
Strike | 250.00 |
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 | 7.04% |
Premium p.a. | 14.11% |
Leverage | 2.17 |
Implied volatility | 73.42% |
Moneyness | in-the-money |
Leverage | 1.3697 |
Delta | -0.6298 |
Gamma | 0.0001 |
Theta | -0.0015 |
Rho | -0.0206 |
Vega | 0.0101 |
Fair value | 0.27 |
Intrinsic value | n.a. |
Break-even | 167.27 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 133.55 |
SONOVA HLDG N | 302.90 |
Sika AG | 281.50 |
ROCHE GS | 272.50 |
Nestlé SA | 85.32 |
Name | Price |
---|---|
Holcim | 83.90 |
ABB Ltd | 49.70 |
Lonza Group | 536.40 |
Swiss Re | 117.30 |
Givaudan | 4'596.00 |