Last price paid | 0.18 | |
Change | +5.88% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 07.06.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 29.02.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -15.91% |
Year to date (YTD) | n.a. |
1 month | +20.00% |
3 months | -5.26% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.22 |
Underlying price on issue | 71.49 |
Premium | 0.08% |
Premium p.a. | 0.13% |
Leverage | 6.51 |
Implied volatility | 0.26 |
ISIN | CH1305139359 |
Symbol | MBGVUZ |
Security | 130513935 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Mercedes-Benz Grp.N, DE0007100000 |
Underlying ISIN | DE0007100000 |
Strike | 64.00 |
C/P type | put |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 22.02.2024 |
Premium | 7.57% |
Premium p.a. | 12.97% |
Leverage | 17.05 |
Implied volatility | 25.64% |
Moneyness | out-of-the-money |
Leverage | 6.5150 |
Delta | -0.3822 |
Gamma | 0.0015 |
Theta | -0.0004 |
Rho | -0.0081 |
Vega | 0.0092 |
Fair value | 0.19 |
Intrinsic value | n.a. |
Break-even | 60.18 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 242.60 |
Compagnie Financi... | 150.10 |
Swiss Re | 113.65 |
Holcim | 79.98 |
Alcon AG | 82.16 |
Name | Price |
---|---|
Partners Group Ho... | 1'165.00 |
Lonza Group | 500.20 |
Sika AG | 270.90 |
GEBERIT N | 550.80 |
SWISSCOM N | 503.50 |