Last price paid | 2.01 | |
Change | -1.47% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 09.04.2024 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | +1.78% |
Year to date (YTD) | n.a. |
1 month | -6.94% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 1.97 |
Underlying price on issue | 245.16 |
Premium | 0.08% |
Premium p.a. | 0.23% |
Leverage | 1.44 |
Implied volatility | 0.85 |
ISIN | CH1305149747 |
Symbol | COIU8Z |
Security | 130514974 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Coinbase Glb Rg-A, US19260Q1076 |
Underlying ISIN | US19260Q1076 |
Strike | 280.00 |
C/P type | put |
Subscription ratio | 40.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 40 |
Value day | 02.04.2024 |
Premium | 8.29% |
Premium p.a. | 22.76% |
Leverage | 2.37 |
Implied volatility | 85.15% |
Moneyness | in-the-money |
Leverage | 1.4379 |
Delta | -0.6077 |
Gamma | 0.0001 |
Theta | -0.0028 |
Rho | -0.0178 |
Vega | 0.0110 |
Fair value | 0.39 |
Intrinsic value | n.a. |
Break-even | 191.67 |
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 |