Last price paid | 3.84 | |
Change | +4.07% [ +0.15 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 13.06.2024 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 | -6.67% |
Year to date (YTD) | n.a. |
1 month | -17.24% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 4.12 |
Underlying price on issue | 286.36 |
Premium | 0.06% |
Premium p.a. | 0.09% |
Leverage | 0.90 |
Implied volatility | 0.84 |
ISIN | CH1305149069 |
Symbol | COI66Z |
Security | 130514906 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.01.2025 |
Underlying | Coinbase Glb Rg-A, US19260Q1076 |
Underlying ISIN | US19260Q1076 |
Strike | 400.00 |
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 | 5.88% |
Premium p.a. | 9.45% |
Leverage | 1.40 |
Implied volatility | 84.25% |
Moneyness | in-the-money |
Leverage | 0.9039 |
Delta | -0.6462 |
Gamma | 0.0001 |
Theta | -0.0018 |
Rho | -0.0455 |
Vega | 0.0158 |
Fair value | 0.32 |
Intrinsic value | n.a. |
Break-even | 227.33 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 95.01 |
ROCHE GS | 247.60 |
Nestlé SA | 95.28 |
SWISSCOM N | 496.00 |
Lonza Group | 480.30 |
Name | Price |
---|---|
LOGITECH INT. | 88.38 |
Sika AG | 255.90 |
Partners Group Ho... | 1'154.50 |
Holcim | 80.04 |
ABB Ltd | 49.89 |