Last price paid | 0.06 | |
Change | -40.00% [ -0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.06.2024 12:05 |
Fixing | 21.06.2024 |
Settlement date | 01.02.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -70.59% |
Year to date (YTD) | n.a. |
1 month | -45.45% |
3 months | -93.55% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.17 |
Underlying price on issue | 389.62 |
Premium | 0.00% |
Premium p.a. | 0.11% |
Leverage | 122.15 |
Implied volatility | 0.05 |
ISIN | CH1305133311 |
Symbol | METDGZ |
Security | 130513331 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Meta Platforms N, US30303M1027 |
Underlying ISIN | US30303M1027 |
Strike | 500.00 |
C/P type | call |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 50 |
Value day | 25.01.2024 |
Premium | 0.22% |
Premium p.a. | 11.45% |
Leverage | 179.07 |
Implied volatility | 5.11% |
Moneyness | in-the-money |
Leverage | 122.1454 |
Delta | 0.6821 |
Gamma | 0.0019 |
Theta | -0.0025 |
Rho | 0.0013 |
Vega | 0.0040 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 502.80 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 276.90 |
Swiss Life Hldg | 658.40 |
ABB Ltd | 49.90 |
ROCHE GS | 250.60 |
ZURICH INSURANCE | 481.90 |
Name | Price |
---|---|
Partners Group Ho... | 1'129.50 |
KUEHNE & NAGEL | 257.70 |
Lonza Group | 484.20 |
UBS | 26.20 |
SWISSCOM N | 501.00 |