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 | -90.91% |
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 | 0.07% |
Premium p.a. | 0.91% |
Leverage | 28.99 |
Implied volatility | 0.23 |
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 | 7.47% |
Premium p.a. | 90.90% |
Leverage | 162.10 |
Implied volatility | 23.04% |
Moneyness | out-of-the-money |
Leverage | 28.9927 |
Delta | 0.1789 |
Gamma | 0.0030 |
Theta | -0.0010 |
Rho | 0.0005 |
Vega | 0.0024 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 70.40 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 112.60 |
Givaudan | 4'236.00 |
ROCHE GS | 229.20 |
ZURICH INSURANCE | 469.40 |
Nestlé SA | 91.74 |
Name | Price |
---|---|
Lonza Group | 486.80 |
UBS | 28.00 |
Compagnie Financi... | 142.55 |
GEBERIT N | 556.20 |
Partners Group Ho... | 1'197.50 |