Last price paid | 0.04 | |
Change | -27.27% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 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 | -91.43% |
Year to date (YTD) | n.a. |
1 month | -71.43% |
3 months | -87.10% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.35 |
Underlying price on issue | 186.46 |
Premium | 0.51% |
Premium p.a. | 7.46% |
Leverage | 10.43 |
Implied volatility | 0.93 |
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 | 51.07% |
Premium p.a. | 745.63% |
Leverage | 170.00 |
Implied volatility | 92.87% |
Moneyness | out-of-the-money |
Leverage | 10.4252 |
Delta | 0.0613 |
Gamma | 0.0001 |
Theta | -0.0030 |
Rho | 0.0002 |
Vega | 0.0016 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 341.33 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Holcim | 79.60 |
GEBERIT N | 555.20 |
ABB Ltd | 49.77 |
KUEHNE & NAGEL | 257.40 |
UBS | 28.65 |
Name | Price |
---|---|
Givaudan | 4'186.00 |
NOVARTIS N | 92.82 |
Compagnie Financi... | 143.65 |
Swiss Re | 114.50 |
Alcon AG | 80.24 |