Last price paid | 2.11 | |
Change | -4.52% [ -0.10 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 22.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 04.04.2024 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | +10.21% |
Year to date (YTD) | n.a. |
1 month | -14.23% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 1.91 |
Underlying price on issue | 286.36 |
Premium | 0.10% |
Premium p.a. | 0.30% |
Leverage | 1.43 |
Implied volatility | 0.91 |
ISIN | CH1305148996 |
Symbol | COIH5Z |
Security | 130514899 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
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 | 10.35% |
Premium p.a. | 29.52% |
Leverage | 2.52 |
Implied volatility | 90.61% |
Moneyness | in-the-money |
Leverage | 1.4345 |
Delta | -0.5699 |
Gamma | 0.0001 |
Theta | -0.0036 |
Rho | -0.0180 |
Vega | 0.0123 |
Fair value | 0.55 |
Intrinsic value | n.a. |
Break-even | 207.87 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 291.50 |
LOGITECH INT. | 86.32 |
Alcon AG | 82.44 |
Holcim | 79.02 |
GEBERIT N | 561.40 |
Name | Price |
---|---|
Compagnie Financi... | 140.60 |
Swiss Life Hldg | 616.40 |
ROCHE GS | 231.90 |
NOVARTIS N | 93.16 |
ABB Ltd | 48.11 |