Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 02.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 19.06.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -96.15% |
Year to date (YTD) | -40.00% |
1 month | -57.14% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.26 |
Underlying price on issue | 73.46 |
Premium | 0.22% |
Premium p.a. | 2.24% |
Leverage | 20.13 |
Implied volatility | 0.38 |
ISIN | CH1268369811 |
Symbol | MBGFPZ |
Security | 126836981 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Mercedes-Benz Grp.N, DE0007100000 |
Underlying ISIN | DE0007100000 |
Strike | 80.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 12.06.2023 |
Premium | 22.05% |
Premium p.a. | 223.61% |
Leverage | 325.18 |
Implied volatility | 38.39% |
Moneyness | out-of-the-money |
Leverage | 20.1301 |
Delta | 0.0619 |
Gamma | 0.0008 |
Theta | -0.0007 |
Rho | 0.0002 |
Vega | 0.0012 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 80.20 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 297.30 |
LOGITECH INT. | 87.98 |
ABB Ltd | 48.97 |
Givaudan | 4'239.00 |
Swiss Life Hldg | 625.00 |
Name | Price |
---|---|
Nestlé SA | 93.30 |
KUEHNE & NAGEL | 243.70 |
SWISSCOM N | 494.00 |
NOVARTIS N | 92.77 |
Partners Group Ho... | 1'259.00 |