Last price paid | n.a. | |
Change | +75.00% [ +0.09 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | n.a. n.a. |
Fixing | 21.06.2024 |
Settlement date | 14.05.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -70.67% |
Year to date (YTD) | n.a. |
1 month | -72.37% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.75 |
Underlying price on issue | 231.95 |
Premium | 0.02% |
Premium p.a. | 1.09% |
Leverage | 13.99 |
Implied volatility | 0.55 |
ISIN | CH1338498921 |
Symbol | COIL3Z |
Security | 133849892 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Coinbase Glb Rg-A, US19260Q1076 |
Underlying ISIN | US19260Q1076 |
Strike | 240.00 |
C/P type | put |
Subscription ratio | 40.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 40 |
Value day | 06.05.2024 |
Premium | 2.08% |
Premium p.a. | 108.52% |
Leverage | 23.83 |
Implied volatility | 55.39% |
Moneyness | in-the-money |
Leverage | 13.9933 |
Delta | -0.5871 |
Gamma | 0.0006 |
Theta | -0.0111 |
Rho | -0.0006 |
Vega | 0.0028 |
Fair value | 0.11 |
Intrinsic value | n.a. |
Break-even | 230.14 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Life Hldg | 667.80 |
Givaudan | 4'299.00 |
Swiss Re | 108.40 |
Holcim | 81.00 |
Lonza Group | 505.80 |
Name | Price |
---|---|
KUEHNE & NAGEL | 258.00 |
Partners Group Ho... | 1'205.00 |
LOGITECH INT. | 83.84 |
Compagnie Financi... | 138.80 |
SONOVA HLDG N | 275.00 |