Last price paid | 0.20 | |
Change | -20.00% [ -0.05 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 22.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 11.03.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -74.32% |
Year to date (YTD) | n.a. |
1 month | -62.96% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.74 |
Underlying price on issue | 218.54 |
Premium | 0.17% |
Premium p.a. | 1.74% |
Leverage | 6.33 |
Implied volatility | 0.77 |
ISIN | CH1305141603 |
Symbol | COIQJZ |
Security | 130514160 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Coinbase Glb Rg-A, US19260Q1076 |
Underlying ISIN | US19260Q1076 |
Strike | 200.00 |
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 | 17.20% |
Premium p.a. | 174.40% |
Leverage | 27.86 |
Implied volatility | 76.83% |
Moneyness | out-of-the-money |
Leverage | 6.3266 |
Delta | -0.2271 |
Gamma | 0.0001 |
Theta | -0.0052 |
Rho | -0.0014 |
Vega | 0.0050 |
Fair value | 0.19 |
Intrinsic value | n.a. |
Break-even | 191.69 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
UBS | 28.00 |
Swiss Re | 112.15 |
ABB Ltd | 48.66 |
Compagnie Financi... | 142.10 |
LOGITECH INT. | 87.04 |
Name | Price |
---|---|
Nestlé SA | 93.74 |
Partners Group Ho... | 1'250.50 |
SWISSCOM N | 495.00 |
Lonza Group | 508.20 |
SONOVA HLDG N | 290.30 |