Last price paid | 0.63 | |
Change | +10.53% [ +0.06 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 22.05.2024 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 | -40.43% |
Year to date (YTD) | n.a. |
1 month | -13.70% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 1.15 |
Underlying price on issue | 228.23 |
Premium | 0.81% |
Premium p.a. | 1.19% |
Leverage | 2.88 |
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 | 81.42% |
Premium p.a. | 119.35% |
Leverage | 7.71 |
Implied volatility | 86.24% |
Moneyness | out-of-the-money |
Leverage | 2.8807 |
Delta | 0.3734 |
Gamma | 0.0001 |
Theta | -0.0031 |
Rho | 0.0088 |
Vega | 0.0165 |
Fair value | 0.69 |
Intrinsic value | n.a. |
Break-even | 420.01 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 49.14 |
Givaudan | 4'238.00 |
UBS | 28.00 |
LOGITECH INT. | 87.44 |
Swiss Re | 111.95 |
Name | Price |
---|---|
Nestlé SA | 93.86 |
SWISSCOM N | 495.00 |
KUEHNE & NAGEL | 244.50 |
Partners Group Ho... | 1'261.50 |
NOVARTIS N | 93.21 |