Last price paid | 0.095 | |
Change | -13.64% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 26.09.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 02.05.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -60.87% |
Year to date (YTD) | n.a. |
1 month | +35.71% |
3 months | -47.22% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.23 |
Underlying price on issue | 153.08 |
Premium | 0.10% |
Premium p.a. | 0.35% |
Leverage | 9.43 |
Implied volatility | 0.30 |
ISIN | CH1338496024 |
Symbol | MRK4JZ |
Security | 133849602 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Merck I, DE0006599905 |
Underlying ISIN | DE0006599905 |
Strike | 150.00 |
C/P type | put |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 50 |
Value day | 24.04.2024 |
Premium | 9.75% |
Premium p.a. | 35.22% |
Leverage | 33.66 |
Implied volatility | 29.95% |
Moneyness | out-of-the-money |
Leverage | 9.4281 |
Delta | -0.2801 |
Gamma | 0.0003 |
Theta | -0.0007 |
Rho | -0.0026 |
Vega | 0.0054 |
Fair value | 0.09 |
Intrinsic value | n.a. |
Break-even | 145.22 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 134.35 |
Alcon AG | 84.76 |
SONOVA HLDG N | 303.10 |
Sika AG | 281.40 |
ROCHE GS | 272.60 |
Name | Price |
---|---|
Holcim | 83.38 |
ABB Ltd | 49.50 |
ZURICH INSURANCE | 514.00 |
Lonza Group | 539.00 |
SWISSCOM N | 553.00 |