Last price paid | 2.95 | |
Change | -2.32% [ -0.07 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 07.06.2024 17:20 |
Fixing | 21.03.2025 |
Settlement date | 04.04.2024 |
Last trading | 21.03.2025 |
Final fixing | 21.03.2025 |
Currency redemption | CHF |
Perf. since issue | -11.03% |
Year to date (YTD) | n.a. |
1 month | -16.43% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 3.31 |
Underlying price on issue | 286.36 |
Premium | 0.16% |
Premium p.a. | 0.19% |
Leverage | 0.95 |
Implied volatility | 0.86 |
ISIN | CH1305149085 |
Symbol | COIVAZ |
Security | 130514908 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | Coinbase Glb Rg-A, US19260Q1076 |
Underlying ISIN | US19260Q1076 |
Strike | 350.00 |
C/P type | put |
Subscription ratio | 40.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 40 |
Value day | 26.03.2024 |
Premium | 15.51% |
Premium p.a. | 19.26% |
Leverage | 1.97 |
Implied volatility | 85.59% |
Moneyness | in-the-money |
Leverage | 0.9462 |
Delta | -0.4805 |
Gamma | 0.0001 |
Theta | -0.0022 |
Rho | -0.0462 |
Vega | 0.0207 |
Fair value | 0.90 |
Intrinsic value | n.a. |
Break-even | 218.60 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 242.60 |
Compagnie Financi... | 150.10 |
Swiss Re | 113.65 |
Holcim | 79.98 |
Alcon AG | 82.16 |
Name | Price |
---|---|
Partners Group Ho... | 1'165.00 |
Lonza Group | 500.20 |
Sika AG | 270.90 |
GEBERIT N | 550.80 |
SWISSCOM N | 503.50 |