Last price paid | 3.02 | |
Change | -3.82% [ -0.12 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 06.06.2024 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 | -10.73% |
Year to date (YTD) | n.a. |
1 month | -12.97% |
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. | 0.20% |
Leverage | 0.94 |
Implied volatility | 0.87 |
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 | 16.03% |
Premium p.a. | 19.91% |
Leverage | 1.97 |
Implied volatility | 86.59% |
Moneyness | in-the-money |
Leverage | 0.9365 |
Delta | -0.4749 |
Gamma | 0.0001 |
Theta | -0.0022 |
Rho | -0.0461 |
Vega | 0.0208 |
Fair value | 0.93 |
Intrinsic value | n.a. |
Break-even | 218.21 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 243.20 |
Compagnie Financi... | 150.70 |
Holcim | 80.34 |
Swiss Re | 113.85 |
Alcon AG | 82.40 |
Name | Price |
---|---|
Partners Group Ho... | 1'167.00 |
Lonza Group | 502.00 |
GEBERIT N | 551.20 |
Sika AG | 271.30 |
SWISSCOM N | 504.50 |