Last price paid | 0.28 | |
Change | +3.70% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 10.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 29.02.2024 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -57.46% |
Year to date (YTD) | n.a. |
1 month | 0.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.67 |
Underlying price on issue | 170.73 |
Premium | 0.33% |
Premium p.a. | 0.85% |
Leverage | 2.93 |
Implied volatility | 0.79 |
ISIN | CH1305139615 |
Symbol | COICAZ |
Security | 130513961 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Coinbase Glb Rg-A, US19260Q1076 |
Underlying ISIN | US19260Q1076 |
Strike | 150.00 |
C/P type | put |
Subscription ratio | 40.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 40 |
Value day | 22.02.2024 |
Premium | 32.59% |
Premium p.a. | 84.97% |
Leverage | 16.21 |
Implied volatility | 79.17% |
Moneyness | out-of-the-money |
Leverage | 2.9264 |
Delta | -0.1805 |
Gamma | 0.0001 |
Theta | -0.0020 |
Rho | -0.0043 |
Vega | 0.0075 |
Fair value | 0.29 |
Intrinsic value | n.a. |
Break-even | 137.42 |
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 |