Last price paid | 0.44 | |
Change | -18.52% [ -0.10 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.06.2024 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 | -62.17% |
Year to date (YTD) | n.a. |
1 month | -22.81% |
3 months | -66.67% |
1 year | n.a. |
3 years | n.a. |
Issue price | 1.15 |
Underlying price on issue | 228.23 |
Premium | 0.82% |
Premium p.a. | 1.37% |
Leverage | 3.42 |
Implied volatility | 0.79 |
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 | 82.45% |
Premium p.a. | 136.79% |
Leverage | 11.52 |
Implied volatility | 79.46% |
Moneyness | out-of-the-money |
Leverage | 3.4221 |
Delta | 0.2970 |
Gamma | 0.0001 |
Theta | -0.0026 |
Rho | 0.0064 |
Vega | 0.0135 |
Fair value | 0.44 |
Intrinsic value | n.a. |
Break-even | 409.48 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 252.80 |
Swiss Life Hldg | 653.80 |
SWISSCOM N | 500.00 |
Givaudan | 4'314.00 |
NOVARTIS N | 93.99 |
Name | Price |
---|---|
Holcim | 78.70 |
UBS | 27.03 |
ABB Ltd | 49.79 |
Partners Group Ho... | 1'154.00 |
Sika AG | 255.40 |