Last price paid | 0.98 | |
Change | +11.36% [ +0.10 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 06.06.2024 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 | -6.19% |
Year to date (YTD) | n.a. |
1 month | +19.51% |
3 months | -10.91% |
1 year | n.a. |
3 years | n.a. |
Issue price | 1.05 |
Underlying price on issue | 218.54 |
Premium | 0.73% |
Premium p.a. | 0.91% |
Leverage | 2.58 |
Implied volatility | 0.85 |
ISIN | CH1305141637 |
Symbol | COISFZ |
Security | 130514163 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
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 | 73.22% |
Premium p.a. | 90.60% |
Leverage | 5.80 |
Implied volatility | 85.24% |
Moneyness | out-of-the-money |
Leverage | 2.5821 |
Delta | 0.4449 |
Gamma | 0.0001 |
Theta | -0.0032 |
Rho | 0.0126 |
Vega | 0.0203 |
Fair value | 0.99 |
Intrinsic value | n.a. |
Break-even | 444.18 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
LOGITECH INT. | 90.74 |
Compagnie Financi... | 149.20 |
UBS | 28.38 |
Lonza Group | 506.40 |
Swiss Life Hldg | 640.60 |
Name | Price |
---|---|
Partners Group Ho... | 1'184.00 |
Givaudan | 4'324.00 |
SWISSCOM N | 507.50 |
SONOVA HLDG N | 289.30 |
Sika AG | 273.50 |