Last price paid | 1.64 | |
Change | -1.80% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 25.06.2024 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 | -26.02% |
Year to date (YTD) | n.a. |
1 month | -3.53% |
3 months | +3.14% |
1 year | n.a. |
3 years | n.a. |
Issue price | 2.21 |
Underlying price on issue | 218.76 |
Premium | 0.20% |
Premium p.a. | 0.26% |
Leverage | 1.23 |
Implied volatility | 0.81 |
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 | 19.83% |
Premium p.a. | 26.23% |
Leverage | 3.02 |
Implied volatility | 80.69% |
Moneyness | in-the-money |
Leverage | 1.2316 |
Delta | -0.4081 |
Gamma | 0.0001 |
Theta | -0.0019 |
Rho | -0.0276 |
Vega | 0.0167 |
Fair value | 0.98 |
Intrinsic value | n.a. |
Break-even | 176.89 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
Name | Price |
---|---|
Compagnie Financi... | 144.35 |
Sika AG | 257.10 |
Givaudan | 4'347.00 |
NOVARTIS N | 95.89 |
SWISSCOM N | 505.50 |
Name | Price |
---|---|
UBS | 26.51 |
Partners Group Ho... | 1'152.00 |
GEBERIT N | 540.40 |
ABB Ltd | 49.67 |
Alcon AG | 80.08 |