Last price paid | 0.51 | |
Change | -25.00% [ -0.17 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 10.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 28.12.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -15.83% |
Year to date (YTD) | -28.17% |
1 month | -65.07% |
3 months | +70.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.60 |
Underlying price on issue | 155.91 |
Premium | 0.09% |
Premium p.a. | 0.64% |
Leverage | 5.50 |
Implied volatility | 0.65 |
ISIN | CH1305127339 |
Symbol | COIZJZ |
Security | 130512733 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Coinbase Glb Rg-A, US19260Q1076 |
Underlying ISIN | US19260Q1076 |
Strike | 200.00 |
C/P type | call |
Subscription ratio | 40.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 40 |
Value day | 19.12.2023 |
Premium | 8.54% |
Premium p.a. | 63.59% |
Leverage | 9.19 |
Implied volatility | 64.65% |
Moneyness | in-the-money |
Leverage | 5.4967 |
Delta | 0.5981 |
Gamma | 0.0002 |
Theta | -0.0047 |
Rho | 0.0030 |
Vega | 0.0066 |
Fair value | 0.40 |
Intrinsic value | n.a. |
Break-even | 222.28 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 248.90 |
Swiss Re | 106.05 |
UBS | 26.95 |
Holcim | 81.60 |
NOVARTIS N | 92.32 |
Name | Price |
---|---|
Givaudan | 4'053.00 |
Lonza Group | 526.20 |
GEBERIT N | 550.60 |
ZURICH INSURANCE | 457.40 |
LOGITECH INT. | 77.02 |