Last price paid | 0.02 | |
Change | -33.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 10.05.2024 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 | -97.96% |
Year to date (YTD) | n.a. |
1 month | -88.24% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.49 |
Underlying price on issue | 286.39 |
Premium | 1.26% |
Premium p.a. | 10.20% |
Leverage | 8.59 |
Implied volatility | 1.02 |
ISIN | CH1305149259 |
Symbol | COILWZ |
Security | 130514925 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Coinbase Glb Rg-A, US19260Q1076 |
Underlying ISIN | US19260Q1076 |
Strike | 450.00 |
C/P type | call |
Subscription ratio | 40.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 40 |
Value day | 26.03.2024 |
Premium | 125.77% |
Premium p.a. | 1020.16% |
Leverage | 452.61 |
Implied volatility | 101.92% |
Moneyness | out-of-the-money |
Leverage | 8.5863 |
Delta | 0.0190 |
Gamma | 0.0000 |
Theta | -0.0008 |
Rho | 0.0001 |
Vega | 0.0007 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 450.44 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Alcon AG | 80.68 |
SONOVA HLDG N | 279.90 |
LOGITECH INT. | 79.02 |
Compagnie Financi... | 135.80 |
KUEHNE & NAGEL | 248.30 |
Name | Price |
---|---|
ROCHE GS | 222.20 |
Swiss Re | 103.10 |
Givaudan | 4'056.00 |
Swiss Life Hldg | 642.20 |
ZURICH INSURANCE | 450.00 |