Last price paid | 0.95 | |
Change | -13.64% [ -0.15 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 20.02.2024 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | +136.67% |
Year to date (YTD) | n.a. |
1 month | -3.06% |
3 months | -5.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.45 |
Underlying price on issue | 143.31 |
Premium | 0.17% |
Premium p.a. | 0.55% |
Leverage | 3.12 |
Implied volatility | 0.82 |
ISIN | CH1305136413 |
Symbol | COITUZ |
Security | 130513641 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Coinbase Glb Rg-A, US19260Q1076 |
Underlying ISIN | US19260Q1076 |
Strike | 230.00 |
C/P type | call |
Subscription ratio | 40.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 40 |
Value day | 12.02.2024 |
Premium | 17.49% |
Premium p.a. | 55.02% |
Leverage | 4.98 |
Implied volatility | 81.94% |
Moneyness | in-the-money |
Leverage | 3.1237 |
Delta | 0.6276 |
Gamma | 0.0001 |
Theta | -0.0043 |
Rho | 0.0072 |
Vega | 0.0113 |
Fair value | 0.93 |
Intrinsic value | n.a. |
Break-even | 277.45 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SWISSCOM N | 501.50 |
ABB Ltd | 49.72 |
Nestlé SA | 96.12 |
GEBERIT N | 553.00 |
ROCHE GS | 231.80 |
Name | Price |
---|---|
LOGITECH INT. | 88.06 |
Swiss Re | 113.50 |
Givaudan | 4'212.00 |
Swiss Life Hldg | 626.40 |
NOVARTIS N | 92.99 |