Last price paid | 0.69 | |
Change | -2.82% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | 34'820.00 Unit | |
Date/time | 10.05.2024 17:15 |
Fixing | 21.06.2024 |
Settlement date | 11.03.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -31.78% |
Year to date (YTD) | n.a. |
1 month | +1.47% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 1.18 |
Underlying price on issue | 218.54 |
Premium | 0.03% |
Premium p.a. | 0.25% |
Leverage | 3.87 |
Implied volatility | 0.61 |
ISIN | CH1305141587 |
Symbol | COI1QZ |
Security | 130514158 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Coinbase Glb Rg-A, US19260Q1076 |
Underlying ISIN | US19260Q1076 |
Strike | 230.00 |
C/P type | put |
Subscription ratio | 40.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 40 |
Value day | 04.03.2024 |
Premium | 3.21% |
Premium p.a. | 25.44% |
Leverage | 5.66 |
Implied volatility | 61.34% |
Moneyness | in-the-money |
Leverage | 3.8732 |
Delta | -0.6848 |
Gamma | 0.0002 |
Theta | -0.0033 |
Rho | -0.0049 |
Vega | 0.0057 |
Fair value | 0.15 |
Intrinsic value | n.a. |
Break-even | 194.48 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Alcon AG | 74.44 |
KUEHNE & NAGEL | 250.70 |
Compagnie Financi... | 136.45 |
UBS | 27.13 |
Givaudan | 4'077.00 |
Name | Price |
---|---|
Swiss Re | 105.40 |
Lonza Group | 519.80 |
Partners Group Ho... | 1'253.00 |
LOGITECH INT. | 76.90 |
ABB Ltd | 47.13 |