Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 20.09.2024 12:05 |
Fixing | 20.09.2024 |
Settlement date | 02.05.2024 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -88.89% |
Year to date (YTD) | n.a. |
1 month | -85.00% |
3 months | -91.18% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.09 |
Underlying price on issue | 153.08 |
Premium | 0.06% |
Premium p.a. | 3.15% |
Leverage | 41.79 |
Implied volatility | 0.35 |
ISIN | CH1305153632 |
Symbol | MRKWJZ |
Security | 130515363 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Merck I, DE0006599905 |
Underlying ISIN | DE0006599905 |
Strike | 170.00 |
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 | 6.05% |
Premium p.a. | 315.45% |
Leverage | 304.51 |
Implied volatility | 35.31% |
Moneyness | out-of-the-money |
Leverage | 41.7861 |
Delta | 0.1372 |
Gamma | 0.0006 |
Theta | -0.0023 |
Rho | 0.0001 |
Vega | 0.0009 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 170.53 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 134.55 |
Alcon AG | 84.70 |
SONOVA HLDG N | 302.80 |
Sika AG | 281.50 |
Partners Group Ho... | 1'267.50 |
Name | Price |
---|---|
Holcim | 83.20 |
ABB Ltd | 49.49 |
ZURICH INSURANCE | 513.20 |
Lonza Group | 538.40 |
Swiss Life Hldg | 710.40 |