Last price paid | 0.18 | |
Change | -33.33% [ -0.09 ] | |
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 | -51.39% |
Year to date (YTD) | -60.87% |
1 month | -79.78% |
3 months | +5.88% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.36 |
Underlying price on issue | 155.91 |
Premium | 0.25% |
Premium p.a. | 1.89% |
Leverage | 7.22 |
Implied volatility | 0.70 |
ISIN | CH1305127289 |
Symbol | COIW6Z |
Security | 130512728 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Coinbase Glb Rg-A, US19260Q1076 |
Underlying ISIN | US19260Q1076 |
Strike | 250.00 |
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 | 25.38% |
Premium p.a. | 189.04% |
Leverage | 26.63 |
Implied volatility | 69.86% |
Moneyness | out-of-the-money |
Leverage | 7.2236 |
Delta | 0.2713 |
Gamma | 0.0002 |
Theta | -0.0042 |
Rho | 0.0015 |
Vega | 0.0057 |
Fair value | 0.18 |
Intrinsic value | n.a. |
Break-even | 257.72 |
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 |