Last price paid | 0.57 | |
Change | -5.00% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 29.07.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 04.06.2024 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -43.50% |
Year to date (YTD) | n.a. |
1 month | +11.76% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 1.00 |
Underlying price on issue | 236.07 |
Premium | 0.15% |
Premium p.a. | 0.92% |
Leverage | 4.84 |
Implied volatility | 0.75 |
ISIN | CH1338507515 |
Symbol | COIAOZ |
Security | 133850751 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Coinbase Glb Rg-A, US19260Q1076 |
Underlying ISIN | US19260Q1076 |
Strike | 250.00 |
C/P type | call |
Subscription ratio | 40.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 40 |
Value day | 28.05.2024 |
Premium | 15.09% |
Premium p.a. | 91.80% |
Leverage | 9.38 |
Implied volatility | 75.27% |
Moneyness | out-of-the-money |
Leverage | 4.8374 |
Delta | 0.5156 |
Gamma | 0.0002 |
Theta | -0.0057 |
Rho | 0.0036 |
Vega | 0.0086 |
Fair value | 0.57 |
Intrinsic value | n.a. |
Break-even | 275.51 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 270.60 |
Sika AG | 263.70 |
NOVARTIS N | 98.07 |
Givaudan | 4'221.00 |
SWISSCOM N | 536.00 |
Name | Price |
---|---|
Holcim | 81.34 |
Compagnie Financi... | 133.40 |
Lonza Group | 575.20 |
ABB Ltd | 47.77 |
Partners Group Ho... | 1'169.00 |