Last price paid | 0.03 | |
Change | -14.29% [ -0.01 ] | |
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 | -80.77% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.13 |
Underlying price on issue | 153.08 |
Premium | 0.11% |
Premium p.a. | 0.96% |
Leverage | 17.71 |
Implied volatility | 0.32 |
ISIN | CH1338495943 |
Symbol | MRKKXZ |
Security | 133849594 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
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 | 11.04% |
Premium p.a. | 95.98% |
Leverage | 131.99 |
Implied volatility | 31.56% |
Moneyness | out-of-the-money |
Leverage | 17.7115 |
Delta | -0.1342 |
Gamma | 0.0002 |
Theta | -0.0009 |
Rho | -0.0005 |
Vega | 0.0024 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 148.73 |
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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