Last price paid | 4.06 | |
Change | +5.73% [ +0.22 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.06.2024 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 | +2.09% |
Year to date (YTD) | n.a. |
1 month | -5.14% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 4.07 |
Underlying price on issue | 286.36 |
Premium | 0.10% |
Premium p.a. | 0.13% |
Leverage | 0.70 |
Implied volatility | 0.95 |
ISIN | CH1305149101 |
Symbol | COIYSZ |
Security | 130514910 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | Coinbase Glb Rg-A, US19260Q1076 |
Underlying ISIN | US19260Q1076 |
Strike | 390.00 |
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 | 9.73% |
Premium p.a. | 12.82% |
Leverage | 1.21 |
Implied volatility | 94.84% |
Moneyness | in-the-money |
Leverage | 0.7016 |
Delta | -0.5781 |
Gamma | 0.0001 |
Theta | -0.0019 |
Rho | -0.0537 |
Vega | 0.0172 |
Fair value | 0.49 |
Intrinsic value | n.a. |
Break-even | 203.88 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 95.69 |
Lonza Group | 482.20 |
Partners Group Ho... | 1'166.00 |
Nestlé SA | 94.62 |
GEBERIT N | 542.80 |
Name | Price |
---|---|
Swiss Life Hldg | 650.80 |
Swiss Re | 112.05 |
SONOVA HLDG N | 270.30 |
Sika AG | 255.70 |
Holcim | 78.88 |