Last price paid | 0.04 | |
Change | -38.46% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 10.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 09.01.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -90.00% |
Year to date (YTD) | n.a. |
1 month | -89.74% |
3 months | -42.86% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.35 |
Underlying price on issue | 186.46 |
Premium | 0.67% |
Premium p.a. | 4.97% |
Leverage | 8.56 |
Implied volatility | 0.82 |
ISIN | CH1305128956 |
Symbol | COIWDZ |
Security | 130512895 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Coinbase Glb Rg-A, US19260Q1076 |
Underlying ISIN | US19260Q1076 |
Strike | 340.00 |
C/P type | call |
Subscription ratio | 40.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 40 |
Value day | 29.12.2023 |
Premium | 66.77% |
Premium p.a. | 497.37% |
Leverage | 132.61 |
Implied volatility | 81.78% |
Moneyness | out-of-the-money |
Leverage | 8.5560 |
Delta | 0.0645 |
Gamma | 0.0001 |
Theta | -0.0018 |
Rho | 0.0004 |
Vega | 0.0021 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 341.54 |
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 |