Last price paid | 0.10 | |
Change | 0.00% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 26.09.2024 17:20 |
Fixing | 21.03.2025 |
Settlement date | 12.03.2024 |
Last trading | 21.03.2025 |
Final fixing | 21.03.2025 |
Currency redemption | CHF |
Perf. since issue | -90.60% |
Year to date (YTD) | n.a. |
1 month | -64.29% |
3 months | -81.48% |
1 year | n.a. |
3 years | n.a. |
Issue price | 1.33 |
Underlying price on issue | 228.23 |
Premium | 1.20% |
Premium p.a. | 2.41% |
Leverage | 4.37 |
Implied volatility | 0.79 |
ISIN | CH1305143088 |
Symbol | COICLZ |
Security | 130514308 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | Coinbase Glb Rg-A, US19260Q1076 |
Underlying ISIN | US19260Q1076 |
Strike | 390.00 |
C/P type | call |
Subscription ratio | 40.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 40 |
Value day | 05.03.2024 |
Premium | 120.04% |
Premium p.a. | 240.74% |
Leverage | 30.41 |
Implied volatility | 79.17% |
Moneyness | out-of-the-money |
Leverage | 4.3732 |
Delta | 0.1438 |
Gamma | 0.0001 |
Theta | -0.0014 |
Rho | 0.0021 |
Vega | 0.0061 |
Fair value | 0.13 |
Intrinsic value | n.a. |
Break-even | 395.92 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 133.40 |
SONOVA HLDG N | 303.30 |
Sika AG | 281.30 |
Nestlé SA | 85.40 |
ROCHE GS | 272.30 |
Name | Price |
---|---|
Holcim | 83.90 |
ABB Ltd | 49.66 |
Lonza Group | 536.40 |
Swiss Re | 117.30 |
Givaudan | 4'602.00 |