Last price paid | 0.13 | |
Change | +8.33% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 27.06.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 07.02.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -61.67% |
Year to date (YTD) | n.a. |
1 month | +18.18% |
3 months | +8.33% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.30 |
Underlying price on issue | 62.41 |
Premium | 0.11% |
Premium p.a. | 0.22% |
Leverage | 7.45 |
Implied volatility | 0.27 |
ISIN | CH1305134517 |
Symbol | MBGINZ |
Security | 130513451 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Mercedes-Benz Grp.N, DE0007100000 |
Underlying ISIN | DE0007100000 |
Strike | 60.00 |
C/P type | put |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 31.01.2024 |
Premium | 11.37% |
Premium p.a. | 21.61% |
Leverage | 27.20 |
Implied volatility | 27.13% |
Moneyness | out-of-the-money |
Leverage | 7.4493 |
Delta | -0.2739 |
Gamma | 0.0014 |
Theta | -0.0004 |
Rho | -0.0051 |
Vega | 0.0076 |
Fair value | 0.12 |
Intrinsic value | n.a. |
Break-even | 57.61 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'155.50 |
LOGITECH INT. | 87.56 |
UBS | 26.67 |
SONOVA HLDG N | 278.10 |
NOVARTIS N | 96.21 |
Name | Price |
---|---|
Givaudan | 4'309.00 |
GEBERIT N | 533.80 |
Compagnie Financi... | 141.25 |
Sika AG | 259.40 |
Nestlé SA | 92.28 |