Last price paid | 3.47 | |
Change | -3.07% [ -0.11 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 15.05.2024 17:20 |
Fixing | 17.01.2025 |
Settlement date | 04.04.2024 |
Last trading | 17.01.2025 |
Final fixing | 17.01.2025 |
Currency redemption | CHF |
Perf. since issue | +6.49% |
Year to date (YTD) | n.a. |
1 month | +4.20% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 3.16 |
Underlying price on issue | 286.36 |
Premium | 0.09% |
Premium p.a. | 0.12% |
Leverage | 0.87 |
Implied volatility | 0.86 |
ISIN | CH1305149044 |
Symbol | COID1Z |
Security | 130514904 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.01.2025 |
Underlying | Coinbase Glb Rg-A, US19260Q1076 |
Underlying ISIN | US19260Q1076 |
Strike | 350.00 |
C/P type | put |
Subscription ratio | 40.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 40 |
Value day | 26.03.2024 |
Premium | 8.75% |
Premium p.a. | 12.48% |
Leverage | 1.47 |
Implied volatility | 86.34% |
Moneyness | in-the-money |
Leverage | 0.8686 |
Delta | -0.5898 |
Gamma | 0.0001 |
Theta | -0.0018 |
Rho | -0.0441 |
Vega | 0.0161 |
Fair value | 0.43 |
Intrinsic value | n.a. |
Break-even | 200.67 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 107.75 |
ROCHE GS | 236.30 |
ZURICH INSURANCE | 462.50 |
Swiss Life Hldg | 659.00 |
Partners Group Ho... | 1'284.00 |
Name | Price |
---|---|
Compagnie Financi... | 135.25 |
ABB Ltd | 47.75 |
Lonza Group | 528.40 |
NOVARTIS N | 92.73 |
SONOVA HLDG N | 295.80 |