Last price paid | 2.26 | |
Change | -3.00% [ -0.07 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 07.06.2024 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 | -13.27% |
Year to date (YTD) | n.a. |
1 month | -23.65% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 2.60 |
Underlying price on issue | 286.36 |
Premium | 0.07% |
Premium p.a. | 0.24% |
Leverage | 1.60 |
Implied volatility | 0.84 |
ISIN | CH1305149002 |
Symbol | COITOZ |
Security | 130514900 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Coinbase Glb Rg-A, US19260Q1076 |
Underlying ISIN | US19260Q1076 |
Strike | 340.00 |
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 | 7.37% |
Premium p.a. | 24.02% |
Leverage | 2.57 |
Implied volatility | 84.36% |
Moneyness | in-the-money |
Leverage | 1.6032 |
Delta | -0.6249 |
Gamma | 0.0001 |
Theta | -0.0037 |
Rho | -0.0180 |
Vega | 0.0122 |
Fair value | 0.43 |
Intrinsic value | n.a. |
Break-even | 239.31 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 242.60 |
Compagnie Financi... | 150.10 |
Swiss Re | 113.65 |
Holcim | 79.98 |
Alcon AG | 82.16 |
Name | Price |
---|---|
Partners Group Ho... | 1'165.00 |
Lonza Group | 500.20 |
Sika AG | 270.90 |
GEBERIT N | 550.80 |
SWISSCOM N | 503.50 |