Last price paid | 0.33 | |
Change | +3.13% [ +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 | 12.03.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | +8.06% |
Year to date (YTD) | n.a. |
1 month | +22.22% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.31 |
Underlying price on issue | 73.36 |
Premium | 0.03% |
Premium p.a. | 0.05% |
Leverage | 5.33 |
Implied volatility | 0.25 |
ISIN | CH1305142619 |
Symbol | MBG3JZ |
Security | 130514261 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Mercedes-Benz Grp.N, DE0007100000 |
Underlying ISIN | DE0007100000 |
Strike | 70.00 |
C/P type | put |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 05.03.2024 |
Premium | 3.12% |
Premium p.a. | 5.35% |
Leverage | 9.41 |
Implied volatility | 25.00% |
Moneyness | in-the-money |
Leverage | 5.3251 |
Delta | -0.5661 |
Gamma | 0.0016 |
Theta | -0.0003 |
Rho | -0.0124 |
Vega | 0.0095 |
Fair value | 0.10 |
Intrinsic value | n.a. |
Break-even | 63.08 |
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 |