Last price paid | 2.83 | |
Change | +1.43% [ +0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.09.2024 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 | +24.34% |
Year to date (YTD) | n.a. |
1 month | +25.78% |
3 months | +19.92% |
1 year | n.a. |
3 years | n.a. |
Issue price | 2.28 |
Underlying price on issue | 286.36 |
Premium | 0.01% |
Premium p.a. | 0.03% |
Leverage | 1.02 |
Implied volatility | 0.84 |
ISIN | CH1305149028 |
Symbol | COI2UZ |
Security | 130514902 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.01.2025 |
Underlying | Coinbase Glb Rg-A, US19260Q1076 |
Underlying ISIN | US19260Q1076 |
Strike | 300.00 |
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 | 1.05% |
Premium p.a. | 3.07% |
Leverage | 1.25 |
Implied volatility | 83.98% |
Moneyness | in-the-money |
Leverage | 1.0223 |
Delta | -0.8170 |
Gamma | 0.0001 |
Theta | -0.0011 |
Rho | -0.0196 |
Vega | 0.0055 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 165.96 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 118.75 |
SONOVA HLDG N | 292.70 |
Swiss Re | 117.30 |
Nestlé SA | 84.00 |
KUEHNE & NAGEL | 233.90 |
Name | Price |
---|---|
NOVARTIS N | 98.50 |
Lonza Group | 534.00 |
Holcim | 83.00 |
LOGITECH INT. | 72.70 |
Alcon AG | 83.28 |