Last price paid | 4.36 | |
Change | +1.63% [ +0.07 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 23.05.2024 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 | +5.95% |
Year to date (YTD) | n.a. |
1 month | +0.46% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 4.12 |
Underlying price on issue | 286.36 |
Premium | 0.08% |
Premium p.a. | 0.11% |
Leverage | 0.73 |
Implied volatility | 0.94 |
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 | 7.70% |
Premium p.a. | 11.29% |
Leverage | 1.19 |
Implied volatility | 94.12% |
Moneyness | in-the-money |
Leverage | 0.7301 |
Delta | -0.6157 |
Gamma | 0.0001 |
Theta | -0.0019 |
Rho | -0.0515 |
Vega | 0.0163 |
Fair value | 0.40 |
Intrinsic value | n.a. |
Break-even | 209.01 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 297.30 |
LOGITECH INT. | 87.98 |
ABB Ltd | 48.97 |
Givaudan | 4'239.00 |
Swiss Life Hldg | 625.00 |
Name | Price |
---|---|
Nestlé SA | 93.30 |
KUEHNE & NAGEL | 243.70 |
SWISSCOM N | 494.00 |
NOVARTIS N | 92.77 |
Partners Group Ho... | 1'259.00 |