Last price paid | 0.37 | |
Change | -11.90% [ -0.05 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 17:20 |
Fixing | 17.01.2025 |
Settlement date | 04.04.2024 |
Last trading | 17.01.2025 |
Final fixing | 17.01.2025 |
Currency redemption | CHF |
Perf. since issue | -71.03% |
Year to date (YTD) | n.a. |
1 month | -7.50% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 1.26 |
Underlying price on issue | 286.39 |
Premium | 1.29% |
Premium p.a. | 1.95% |
Leverage | 3.29 |
Implied volatility | 0.87 |
ISIN | CH1305149366 |
Symbol | COIP2Z |
Security | 130514936 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.01.2025 |
Underlying | Coinbase Glb Rg-A, US19260Q1076 |
Underlying ISIN | US19260Q1076 |
Strike | 500.00 |
C/P type | call |
Subscription ratio | 40.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 40 |
Value day | 26.03.2024 |
Premium | 128.54% |
Premium p.a. | 194.68% |
Leverage | 13.97 |
Implied volatility | 86.87% |
Moneyness | out-of-the-money |
Leverage | 3.2911 |
Delta | 0.2355 |
Gamma | 0.0001 |
Theta | -0.0024 |
Rho | 0.0055 |
Vega | 0.0128 |
Fair value | 0.37 |
Intrinsic value | n.a. |
Break-even | 516.16 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |