Last price paid | 1.74 | |
Change | +6.75% [ +0.11 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 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 | -11.42% |
Year to date (YTD) | n.a. |
1 month | -19.44% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 1.97 |
Underlying price on issue | 245.16 |
Premium | 0.10% |
Premium p.a. | 0.30% |
Leverage | 1.65 |
Implied volatility | 0.86 |
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 | 9.87% |
Premium p.a. | 30.28% |
Leverage | 2.91 |
Implied volatility | 85.62% |
Moneyness | in-the-money |
Leverage | 1.6483 |
Delta | -0.5665 |
Gamma | 0.0001 |
Theta | -0.0034 |
Rho | -0.0151 |
Vega | 0.0114 |
Fair value | 0.50 |
Intrinsic value | n.a. |
Break-even | 202.71 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |