Last price paid | 0.28 | |
Change | +7.69% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 16.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 02.05.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +137.50% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.12 |
Underlying price on issue | 153.08 |
Premium | 0.01% |
Premium p.a. | 0.12% |
Leverage | 9.50 |
Implied volatility | 0.27 |
ISIN | CH1338495810 |
Symbol | MRKRTZ |
Security | 133849581 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Merck I, DE0006599905 |
Underlying ISIN | DE0006599905 |
Strike | 155.00 |
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 | 1.34% |
Premium p.a. | 11.65% |
Leverage | 11.58 |
Implied volatility | 27.10% |
Moneyness | in-the-money |
Leverage | 9.4967 |
Delta | 0.8202 |
Gamma | 0.0003 |
Theta | -0.0012 |
Rho | 0.0028 |
Vega | 0.0029 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 169.44 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.75 |
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