Last price paid | 4.77 | |
Change | -1.65% [ -0.08 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 26.09.2024 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 | +15.66% |
Year to date (YTD) | n.a. |
1 month | +14.66% |
3 months | +12.77% |
1 year | n.a. |
3 years | n.a. |
Issue price | 4.12 |
Underlying price on issue | 286.36 |
Premium | 0.02% |
Premium p.a. | 0.06% |
Leverage | 0.64 |
Implied volatility | 1.15 |
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 | 1.97% |
Premium p.a. | 5.85% |
Leverage | 0.79 |
Implied volatility | 115.08% |
Moneyness | in-the-money |
Leverage | 0.6360 |
Delta | -0.8025 |
Gamma | 0.0001 |
Theta | -0.0018 |
Rho | -0.0263 |
Vega | 0.0061 |
Fair value | 0.07 |
Intrinsic value | n.a. |
Break-even | 174.89 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 131.15 |
LOGITECH INT. | 74.76 |
UBS | 26.20 |
Partners Group Ho... | 1'259.00 |
Lonza Group | 540.40 |
Name | Price |
---|---|
NOVARTIS N | 97.90 |
Givaudan | 4'609.00 |
KUEHNE & NAGEL | 231.90 |
GEBERIT N | 559.60 |
ZURICH INSURANCE | 515.40 |