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 | -73.65% |
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. | 1.67% |
Leverage | 6.28 |
Implied volatility | 0.76 |
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 | 16.90% |
Premium p.a. | 166.71% |
Leverage | 26.99 |
Implied volatility | 75.69% |
Moneyness | out-of-the-money |
Leverage | 6.2840 |
Delta | -0.2328 |
Gamma | 0.0002 |
Theta | -0.0051 |
Rho | -0.0014 |
Vega | 0.0051 |
Fair value | 0.20 |
Intrinsic value | n.a. |
Break-even | 191.46 |
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 |