Last price paid | 4.27 | |
Change | +2.64% [ +0.11 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.06.2024 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 | +3.76% |
Year to date (YTD) | n.a. |
1 month | +1.18% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 4.12 |
Underlying price on issue | 286.36 |
Premium | 0.03% |
Premium p.a. | 0.05% |
Leverage | 0.80 |
Implied volatility | 0.86 |
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 | 3.41% |
Premium p.a. | 5.73% |
Leverage | 1.13 |
Implied volatility | 87.73% |
Moneyness | in-the-money |
Leverage | 0.7900 |
Delta | -0.6999 |
Gamma | 0.0001 |
Theta | -0.0015 |
Rho | -0.0455 |
Vega | 0.0129 |
Fair value | 0.16 |
Intrinsic value | n.a. |
Break-even | 208.64 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 96.01 |
Lonza Group | 487.10 |
GEBERIT N | 547.40 |
Alcon AG | 80.80 |
Partners Group Ho... | 1'171.00 |
Name | Price |
---|---|
Holcim | 78.78 |
Swiss Life Hldg | 656.00 |
Swiss Re | 113.10 |
ABB Ltd | 50.12 |
Sika AG | 257.20 |