Last price paid | 0.64 | |
Change | +4.92% [ +0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 04.06.2024 17:20 |
Fixing | 17.01.2025 |
Settlement date | 12.03.2024 |
Last trading | 17.01.2025 |
Final fixing | 17.01.2025 |
Currency redemption | CHF |
Perf. since issue | -36.09% |
Year to date (YTD) | n.a. |
1 month | -1.54% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 1.15 |
Underlying price on issue | 228.23 |
Premium | 0.73% |
Premium p.a. | 1.13% |
Leverage | 2.89 |
Implied volatility | 0.86 |
ISIN | CH1305143062 |
Symbol | COIJTZ |
Security | 130514306 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.01.2025 |
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 | 73.29% |
Premium p.a. | 113.35% |
Leverage | 7.41 |
Implied volatility | 86.18% |
Moneyness | out-of-the-money |
Leverage | 2.8935 |
Delta | 0.3905 |
Gamma | 0.0001 |
Theta | -0.0033 |
Rho | 0.0090 |
Vega | 0.0168 |
Fair value | 0.74 |
Intrinsic value | n.a. |
Break-even | 422.94 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 264.30 |
Compagnie Financi... | 146.35 |
NOVARTIS N | 94.24 |
ABB Ltd | 49.81 |
ROCHE GS | 237.40 |
Name | Price |
---|---|
LOGITECH INT. | 87.10 |
GEBERIT N | 549.80 |
Nestlé SA | 97.86 |
UBS | 27.92 |
Holcim | 78.48 |