Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 22.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 12.03.2024 |
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 | -76.92% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.11 |
Underlying price on issue | 73.36 |
Premium | 0.18% |
Premium p.a. | 3.08% |
Leverage | 22.56 |
Implied volatility | 0.43 |
ISIN | CH1305142601 |
Symbol | MBGN1Z |
Security | 130514260 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Mercedes-Benz Grp.N, DE0007100000 |
Underlying ISIN | DE0007100000 |
Strike | 76.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 05.03.2024 |
Premium | 17.71% |
Premium p.a. | 307.84% |
Leverage | 313.71 |
Implied volatility | 43.49% |
Moneyness | out-of-the-money |
Leverage | 22.5607 |
Delta | 0.0719 |
Gamma | 0.0010 |
Theta | -0.0011 |
Rho | 0.0001 |
Vega | 0.0010 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 76.21 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 243.00 |
Compagnie Financi... | 150.80 |
Holcim | 80.34 |
Alcon AG | 82.42 |
Swiss Re | 113.75 |
Name | Price |
---|---|
Partners Group Ho... | 1'166.00 |
Lonza Group | 501.40 |
Sika AG | 271.10 |
GEBERIT N | 551.20 |
SWISSCOM N | 503.50 |