Last price paid | 2.24 | |
Change | +1.36% [ +0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 13.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 04.04.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +50.67% |
Year to date (YTD) | n.a. |
1 month | +40.88% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 1.49 |
Underlying price on issue | 286.36 |
Premium | 0.01% |
Premium p.a. | 0.07% |
Leverage | 1.77 |
Implied volatility | 0.87 |
ISIN | CH1305149325 |
Symbol | COIERZ |
Security | 130514932 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Coinbase Glb Rg-A, US19260Q1076 |
Underlying ISIN | US19260Q1076 |
Strike | 300.00 |
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 | 0.90% |
Premium p.a. | 7.13% |
Leverage | 2.05 |
Implied volatility | 86.83% |
Moneyness | in-the-money |
Leverage | 1.7680 |
Delta | -0.8631 |
Gamma | 0.0001 |
Theta | -0.0025 |
Rho | -0.0078 |
Vega | 0.0036 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 200.99 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
LOGITECH INT. | 78.16 |
ABB Ltd | 47.81 |
Givaudan | 4'104.00 |
ROCHE GS | 227.80 |
Alcon AG | 74.34 |
Name | Price |
---|---|
Holcim | 78.26 |
Lonza Group | 516.40 |
Partners Group Ho... | 1'238.50 |
Swiss Re | 104.85 |
SONOVA HLDG N | 267.70 |