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 | -92.31% |
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 | 0.13% |
Premium p.a. | 4.20% |
Leverage | 23.36 |
Implied volatility | 0.54 |
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 | 12.66% |
Premium p.a. | 420.18% |
Leverage | 327.31 |
Implied volatility | 53.88% |
Moneyness | out-of-the-money |
Leverage | 23.3603 |
Delta | -0.0714 |
Gamma | 0.0002 |
Theta | -0.0018 |
Rho | -0.0001 |
Vega | 0.0008 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 149.48 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
UBS | 27.31 |
Swiss Life Hldg | 636.00 |
ABB Ltd | 50.12 |
Swiss Re | 109.40 |
ZURICH INSURANCE | 473.30 |
Name | Price |
---|---|
Alcon AG | 78.52 |
Compagnie Financi... | 141.25 |
NOVARTIS N | 93.32 |
SONOVA HLDG N | 272.30 |
ROCHE GS | 244.40 |