Last price paid | 0.34 | |
Change | +3.03% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 27.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 09.11.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +91.67% |
Year to date (YTD) | +25.93% |
1 month | -51.43% |
3 months | -46.03% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.18 |
Underlying price on issue | 57.39 |
Premium | 0.01% |
Premium p.a. | 0.09% |
Leverage | 8.50 |
Implied volatility | 0.30 |
ISIN | CH1281036876 |
Symbol | MBG24Z |
Security | 128103687 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Mercedes-Benz Grp.N, DE0007100000 |
Underlying ISIN | DE0007100000 |
Strike | 60.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 02.11.2023 |
Premium | 0.78% |
Premium p.a. | 9.14% |
Leverage | 9.54 |
Implied volatility | 30.41% |
Moneyness | in-the-money |
Leverage | 8.4973 |
Delta | 0.8907 |
Gamma | 0.0016 |
Theta | -0.0011 |
Rho | 0.0022 |
Vega | 0.0018 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 66.97 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SWISSCOM N | 491.80 |
KUEHNE & NAGEL | 251.20 |
Compagnie Financi... | 143.80 |
UBS | 28.31 |
ABB Ltd | 49.60 |
Name | Price |
---|---|
Lonza Group | 495.20 |
Sika AG | 276.10 |
Partners Group Ho... | 1'206.50 |
Alcon AG | 80.86 |
GEBERIT N | 560.60 |