Last price paid | 3.20 | |
Change | -1.23% [ -0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 04.04.2024 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | +22.88% |
Year to date (YTD) | n.a. |
1 month | +20.30% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 2.60 |
Underlying price on issue | 286.36 |
Premium | 0.04% |
Premium p.a. | 0.10% |
Leverage | 1.07 |
Implied volatility | 0.88 |
ISIN | CH1305149002 |
Symbol | COITOZ |
Security | 130514900 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Coinbase Glb Rg-A, US19260Q1076 |
Underlying ISIN | US19260Q1076 |
Strike | 340.00 |
C/P type | put |
Subscription ratio | 40.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 40 |
Value day | 26.03.2024 |
Premium | 3.54% |
Premium p.a. | 9.51% |
Leverage | 1.46 |
Implied volatility | 88.24% |
Moneyness | in-the-money |
Leverage | 1.0719 |
Delta | -0.7325 |
Gamma | 0.0001 |
Theta | -0.0021 |
Rho | -0.0247 |
Vega | 0.0094 |
Fair value | 0.17 |
Intrinsic value | n.a. |
Break-even | 199.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Alcon AG | 79.94 |
SONOVA HLDG N | 285.80 |
LOGITECH INT. | 80.50 |
Compagnie Financi... | 136.40 |
Partners Group Ho... | 1'251.50 |
Name | Price |
---|---|
Lonza Group | 507.40 |
ROCHE GS | 224.60 |
Swiss Re | 103.40 |
Givaudan | 4'066.00 |
SWISSCOM N | 502.00 |