Last price paid | 0.03 | |
Change | -14.29% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 23.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 29.02.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -88.64% |
Year to date (YTD) | n.a. |
1 month | -86.96% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.22 |
Underlying price on issue | 71.49 |
Premium | 0.06% |
Premium p.a. | 0.73% |
Leverage | 29.06 |
Implied volatility | 0.21 |
ISIN | CH1305139334 |
Symbol | MBGNZZ |
Security | 130513933 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Mercedes-Benz Grp.N, DE0007100000 |
Underlying ISIN | DE0007100000 |
Strike | 70.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 22.02.2024 |
Premium | 6.21% |
Premium p.a. | 73.16% |
Leverage | 131.52 |
Implied volatility | 21.29% |
Moneyness | out-of-the-money |
Leverage | 29.0568 |
Delta | 0.2209 |
Gamma | 0.0036 |
Theta | -0.0010 |
Rho | 0.0006 |
Vega | 0.0028 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 70.50 |
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 |