Last price paid | 3.76 | |
Change | -1.57% [ -0.06 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 26.09.2024 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 | +13.44% |
Year to date (YTD) | n.a. |
1 month | +14.63% |
3 months | +11.90% |
1 year | n.a. |
3 years | n.a. |
Issue price | 3.31 |
Underlying price on issue | 286.36 |
Premium | 0.03% |
Premium p.a. | 0.07% |
Leverage | 0.74 |
Implied volatility | 0.94 |
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 | 3.39% |
Premium p.a. | 6.77% |
Leverage | 1.01 |
Implied volatility | 94.29% |
Moneyness | in-the-money |
Leverage | 0.7440 |
Delta | -0.7385 |
Gamma | 0.0001 |
Theta | -0.0014 |
Rho | -0.0328 |
Vega | 0.0087 |
Fair value | 0.13 |
Intrinsic value | n.a. |
Break-even | 172.63 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 131.15 |
LOGITECH INT. | 74.76 |
UBS | 26.20 |
Partners Group Ho... | 1'259.00 |
Lonza Group | 540.40 |
Name | Price |
---|---|
NOVARTIS N | 97.90 |
Givaudan | 4'609.00 |
KUEHNE & NAGEL | 231.90 |
GEBERIT N | 559.60 |
ZURICH INSURANCE | 515.40 |