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ZKB Call Warrant auf
Coinbase Global Inc

ISIN: CH1305149721 Security: 130514972 Symbol: COI77Z Life cycle
Secondary market

Bid Price 0.06

Ask Price 0.07

Currency CHF

Exchange SIX Structured Products

Volume 925'000.00

Volume 475'000.00

Date/time (delayed) 31.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 02.04.2024
Key Information Document DE 02.04.2024
Key Information Document EN 02.04.2024
Key Information Document FR 02.04.2024
Key Information Document IT 02.04.2024

Price data

  Bid Ask
Price 0.06 0.07
Volume 925'000.00 475'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.07
Change -36.36% [ -0.04 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date09.04.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -90.44%
Year to date (YTD) n.a.
1 month -68.18%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.68
Underlying price on issue245.16
Premium0.34%
Premium p.a.4.45%
Leverage9.90
Implied volatility0.81

Reference data

ISIN CH1305149721
Symbol COI77Z
Security 130514972
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Coinbase Glb Rg-A, US19260Q1076
Underlying ISIN US19260Q1076
Strike 300.00
C/P type call
Subscription ratio 40.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 40
Value day 02.04.2024

Key figures

Premium 34.17%
Premium p.a. 445.45%
Leverage 78.43
Implied volatility 80.50%
Moneyness out-of-the-money
Leverage 9.8981
Delta 0.1262
Gamma 0.0001
Theta -0.0043
Rho 0.0004
Vega 0.0029
Fair value 0.07
Intrinsic value n.a.
Break-even 302.88
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

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