Last price paid | 0.26 | |
Change | +18.18% [ +0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 22.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 11.03.2024 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -52.68% |
Year to date (YTD) | n.a. |
1 month | -33.33% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.56 |
Underlying price on issue | 218.54 |
Premium | 0.79% |
Premium p.a. | 2.25% |
Leverage | 4.28 |
Implied volatility | 0.87 |
ISIN | CH1305141504 |
Symbol | COILZZ |
Security | 130514150 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
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 | 79.03% |
Premium p.a. | 225.35% |
Leverage | 19.83 |
Implied volatility | 86.65% |
Moneyness | out-of-the-money |
Leverage | 4.2839 |
Delta | 0.2161 |
Gamma | 0.0001 |
Theta | -0.0032 |
Rho | 0.0031 |
Vega | 0.0091 |
Fair value | 0.27 |
Intrinsic value | n.a. |
Break-even | 411.60 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 291.50 |
LOGITECH INT. | 86.32 |
Alcon AG | 82.44 |
Holcim | 79.02 |
GEBERIT N | 561.40 |
Name | Price |
---|---|
Compagnie Financi... | 140.60 |
Swiss Life Hldg | 616.40 |
ROCHE GS | 231.90 |
NOVARTIS N | 93.16 |
ABB Ltd | 48.11 |