Last price paid | 4.04 | |
Change | -1.46% [ -0.06 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 08.07.2024 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 | -0.86% |
Year to date (YTD) | n.a. |
1 month | +10.38% |
3 months | +2.02% |
1 year | n.a. |
3 years | n.a. |
Issue price | 4.07 |
Underlying price on issue | 286.36 |
Premium | 0.05% |
Premium p.a. | 0.06% |
Leverage | 0.80 |
Implied volatility | 0.83 |
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 | 4.65% |
Premium p.a. | 6.46% |
Leverage | 1.22 |
Implied volatility | 82.92% |
Moneyness | in-the-money |
Leverage | 0.8040 |
Delta | -0.6566 |
Gamma | 0.0001 |
Theta | -0.0013 |
Rho | -0.0525 |
Vega | 0.0154 |
Fair value | 0.23 |
Intrinsic value | n.a. |
Break-even | 210.07 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 110.20 |
Holcim | 81.76 |
Swiss Life Hldg | 669.00 |
Givaudan | 4'305.00 |
ZURICH INSURANCE | 475.50 |
Name | Price |
---|---|
KUEHNE & NAGEL | 255.90 |
Compagnie Financi... | 138.25 |
Partners Group Ho... | 1'206.50 |
SONOVA HLDG N | 274.20 |
Sika AG | 258.60 |