Last price paid | 0.57 | |
Change | -16.18% [ -0.11 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.06.2024 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 | -51.90% |
Year to date (YTD) | n.a. |
1 month | -17.39% |
3 months | -60.69% |
1 year | n.a. |
3 years | n.a. |
Issue price | 1.05 |
Underlying price on issue | 218.54 |
Premium | 0.87% |
Premium p.a. | 1.15% |
Leverage | 3.19 |
Implied volatility | 0.76 |
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 | 87.12% |
Premium p.a. | 114.79% |
Leverage | 9.98 |
Implied volatility | 75.90% |
Moneyness | out-of-the-money |
Leverage | 3.1861 |
Delta | 0.3191 |
Gamma | 0.0001 |
Theta | -0.0023 |
Rho | 0.0084 |
Vega | 0.0157 |
Fair value | 0.51 |
Intrinsic value | n.a. |
Break-even | 422.62 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 95.68 |
Partners Group Ho... | 1'168.00 |
Nestlé SA | 94.70 |
GEBERIT N | 543.20 |
Alcon AG | 80.20 |
Name | Price |
---|---|
Swiss Life Hldg | 651.80 |
SONOVA HLDG N | 270.40 |
Swiss Re | 112.20 |
Holcim | 78.86 |
LOGITECH INT. | 86.70 |