Last price paid | 0.29 | |
Change | +11.54% [ +0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 22.08.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 13.08.2024 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -41.00% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.50 |
Underlying price on issue | 196.31 |
Premium | 0.09% |
Premium p.a. | 0.89% |
Leverage | 7.54 |
Implied volatility | 0.59 |
ISIN | CH1338521565 |
Symbol | COIQIZ |
Security | 133852156 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Coinbase Glb Rg-A, US19260Q1076 |
Underlying ISIN | US19260Q1076 |
Strike | 210.00 |
C/P type | call |
Subscription ratio | 40.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 40 |
Value day | 06.08.2024 |
Premium | 8.58% |
Premium p.a. | 89.49% |
Leverage | 14.84 |
Implied volatility | 59.47% |
Moneyness | out-of-the-money |
Leverage | 7.5391 |
Delta | 0.5080 |
Gamma | 0.0003 |
Theta | -0.0049 |
Rho | 0.0018 |
Vega | 0.0054 |
Fair value | 0.30 |
Intrinsic value | n.a. |
Break-even | 223.90 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 117.85 |
SONOVA HLDG N | 298.20 |
KUEHNE & NAGEL | 262.10 |
GEBERIT N | 533.60 |
Holcim | 81.42 |
Name | Price |
---|---|
Lonza Group | 559.40 |
LOGITECH INT. | 77.94 |
NOVARTIS N | 100.40 |
ROCHE GS | 283.20 |
Nestlé SA | 89.54 |