Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 10.06.2024 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 | -91.92% |
Year to date (YTD) | n.a. |
1 month | -81.25% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.13 |
Underlying price on issue | 153.08 |
Premium | 0.10% |
Premium p.a. | 5.21% |
Leverage | 26.97 |
Implied volatility | 0.56 |
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 | 10.00% |
Premium p.a. | 521.29% |
Leverage | 301.54 |
Implied volatility | 56.46% |
Moneyness | out-of-the-money |
Leverage | 26.9708 |
Delta | -0.0894 |
Gamma | 0.0003 |
Theta | -0.0027 |
Rho | -0.0001 |
Vega | 0.0007 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 149.45 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 260.50 |
Lonza Group | 488.80 |
SONOVA HLDG N | 273.10 |
Sika AG | 258.40 |
NOVARTIS N | 96.15 |
Name | Price |
---|---|
Compagnie Financi... | 142.00 |
UBS | 26.16 |
ZURICH INSURANCE | 480.00 |
ROCHE GS | 250.80 |
Nestlé SA | 93.06 |