Last price paid | 0.17 | |
Change | -22.73% [ -0.05 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 09.07.2024 17:20 |
Fixing | 20.06.2025 |
Settlement date | 04.06.2024 |
Last trading | 20.06.2025 |
Final fixing | 20.06.2025 |
Currency redemption | CHF |
Perf. since issue | -43.10% |
Year to date (YTD) | n.a. |
1 month | -32.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.29 |
Underlying price on issue | 66.65 |
Premium | 0.16% |
Premium p.a. | 0.17% |
Leverage | 6.24 |
Implied volatility | 0.28 |
ISIN | CH1338507242 |
Symbol | MBGBHZ |
Security | 133850724 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.06.2025 |
Underlying | Mercedes-Benz Grp.N, DE0007100000 |
Underlying ISIN | DE0007100000 |
Strike | 70.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 28.05.2024 |
Premium | 16.34% |
Premium p.a. | 16.95% |
Leverage | 18.55 |
Implied volatility | 28.42% |
Moneyness | out-of-the-money |
Leverage | 6.2361 |
Delta | 0.3363 |
Gamma | 0.0011 |
Theta | -0.0003 |
Rho | 0.0066 |
Vega | 0.0105 |
Fair value | 0.17 |
Intrinsic value | n.a. |
Break-even | 73.40 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SWISSCOM N | 523.00 |
Partners Group Ho... | 1'216.00 |
ROCHE GS | 246.50 |
Swiss Life Hldg | 674.20 |
UBS | 27.30 |
Name | Price |
---|---|
LOGITECH INT. | 83.86 |
Alcon AG | 79.50 |
Givaudan | 4'345.00 |
Sika AG | 256.10 |
ABB Ltd | 49.80 |