Last price paid | 0.19 | |
Change | +5.56% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 27.09.2024 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 | -15.22% |
Year to date (YTD) | n.a. |
1 month | -48.65% |
3 months | -17.39% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.23 |
Underlying price on issue | 153.08 |
Premium | 0.06% |
Premium p.a. | 0.22% |
Leverage | 8.72 |
Implied volatility | 0.28 |
ISIN | CH1338495778 |
Symbol | MRKJGZ |
Security | 133849577 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Merck I, DE0006599905 |
Underlying ISIN | DE0006599905 |
Strike | 160.00 |
C/P type | call |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 50 |
Value day | 24.04.2024 |
Premium | 6.12% |
Premium p.a. | 22.12% |
Leverage | 15.47 |
Implied volatility | 27.89% |
Moneyness | in-the-money |
Leverage | 8.7171 |
Delta | 0.5635 |
Gamma | 0.0004 |
Theta | -0.0010 |
Rho | 0.0042 |
Vega | 0.0062 |
Fair value | 0.18 |
Intrinsic value | n.a. |
Break-even | 170.38 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 134.65 |
Alcon AG | 84.66 |
SONOVA HLDG N | 302.80 |
Sika AG | 281.60 |
Partners Group Ho... | 1'269.00 |
Name | Price |
---|---|
Holcim | 83.18 |
ABB Ltd | 49.37 |
ZURICH INSURANCE | 512.80 |
Lonza Group | 538.40 |
SWISSCOM N | 552.50 |