Last price paid | 0.40 | |
Change | +11.11% [ +0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 10.05.2024 17:20 |
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 | -45.27% |
Year to date (YTD) | n.a. |
1 month | +5.26% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.74 |
Underlying price on issue | 218.54 |
Premium | 0.11% |
Premium p.a. | 0.82% |
Leverage | 4.61 |
Implied volatility | 0.71 |
ISIN | CH1305141603 |
Symbol | COIQJZ |
Security | 130514160 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Coinbase Glb Rg-A, US19260Q1076 |
Underlying ISIN | US19260Q1076 |
Strike | 200.00 |
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 | 11.05% |
Premium p.a. | 82.30% |
Leverage | 11.46 |
Implied volatility | 70.80% |
Moneyness | out-of-the-money |
Leverage | 4.6086 |
Delta | -0.4023 |
Gamma | 0.0002 |
Theta | -0.0044 |
Rho | -0.0030 |
Vega | 0.0066 |
Fair value | 0.41 |
Intrinsic value | n.a. |
Break-even | 182.13 |
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 |