Last price paid | 0.75 | |
Change | -1.32% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 11.03.2024 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -26.24% |
Year to date (YTD) | n.a. |
1 month | -18.48% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 1.01 |
Underlying price on issue | 218.60 |
Premium | 0.20% |
Premium p.a. | 0.54% |
Leverage | 2.26 |
Implied volatility | 0.80 |
ISIN | CH1305141629 |
Symbol | COI5FZ |
Security | 130514162 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Coinbase Glb Rg-A, US19260Q1076 |
Underlying ISIN | US19260Q1076 |
Strike | 200.00 |
C/P type | put |
Subscription ratio | 40.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 40 |
Value day | 04.03.2024 |
Premium | 19.82% |
Premium p.a. | 54.39% |
Leverage | 6.35 |
Implied volatility | 80.29% |
Moneyness | out-of-the-money |
Leverage | 2.2615 |
Delta | -0.3561 |
Gamma | 0.0001 |
Theta | -0.0029 |
Rho | -0.0089 |
Vega | 0.0106 |
Fair value | 0.75 |
Intrinsic value | n.a. |
Break-even | 167.17 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.75 |
Swiss Re | 110.10 |
Givaudan | 4'180.00 |
Nestlé SA | 96.62 |
LOGITECH INT. | 82.40 |
Name | Price |
---|---|
Swiss Life Hldg | 626.60 |
SONOVA HLDG N | 291.20 |
Partners Group Ho... | 1'258.00 |
KUEHNE & NAGEL | 247.80 |
Alcon AG | 80.08 |