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Security PDF for download Publication date
Termsheet 04.03.2024
Key Information Document DE 04.03.2024
Key Information Document EN 04.03.2024
Key Information Document FR 04.03.2024
Key Information Document IT 04.03.2024

Price data

  Bid Ask
Price 1.63 1.64
Volume 50'000.00 50'000.00
Date/time 25.06.24 17:15 25.06.24 17:15

Current data

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

Life cycle

Fixing21.03.2025
Settlement date11.03.2024
Last trading21.03.2025
Final fixing21.03.2025
Currency redemptionCHF

Performance

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.

Key figures on issue

Issue price2.21
Underlying price on issue218.76
Premium0.20%
Premium p.a.0.26%
Leverage1.23
Implied volatility0.81

Reference data

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

Key figures

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.

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