Last price paid | 2.15 | |
Change | -4.44% [ -0.10 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 05.06.2024 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 | -5.92% |
Year to date (YTD) | n.a. |
1 month | -17.62% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 2.28 |
Underlying price on issue | 286.36 |
Premium | 0.17% |
Premium p.a. | 0.27% |
Leverage | 1.17 |
Implied volatility | 0.86 |
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 | 17.15% |
Premium p.a. | 26.52% |
Leverage | 2.57 |
Implied volatility | 86.07% |
Moneyness | in-the-money |
Leverage | 1.1682 |
Delta | -0.4550 |
Gamma | 0.0001 |
Theta | -0.0025 |
Rho | -0.0301 |
Vega | 0.0176 |
Fair value | 0.94 |
Intrinsic value | n.a. |
Break-even | 204.06 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 266.30 |
ABB Ltd | 50.22 |
LOGITECH INT. | 89.00 |
Compagnie Financi... | 146.80 |
NOVARTIS N | 94.50 |
Name | Price |
---|---|
Nestlé SA | 97.72 |
UBS | 27.95 |
GEBERIT N | 552.80 |
ROCHE GS | 236.10 |
SWISSCOM N | 507.00 |