Last price paid | 0.095 | |
Change | -20.83% [ -0.03 ] | |
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 | -50.00% |
Year to date (YTD) | n.a. |
1 month | -36.67% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.18 |
Underlying price on issue | 66.65 |
Premium | 0.23% |
Premium p.a. | 0.24% |
Leverage | 7.45 |
Implied volatility | 0.27 |
ISIN | CH1338507267 |
Symbol | MBG87Z |
Security | 133850726 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.06.2025 |
Underlying | Mercedes-Benz Grp.N, DE0007100000 |
Underlying ISIN | DE0007100000 |
Strike | 76.00 |
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 | 23.28% |
Premium p.a. | 24.08% |
Leverage | 34.06 |
Implied volatility | 26.65% |
Moneyness | out-of-the-money |
Leverage | 7.4459 |
Delta | 0.2186 |
Gamma | 0.0009 |
Theta | -0.0002 |
Rho | 0.0046 |
Vega | 0.0086 |
Fair value | 0.09 |
Intrinsic value | n.a. |
Break-even | 77.85 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 258.80 |
Partners Group Ho... | 1'215.50 |
SWISSCOM N | 519.50 |
Lonza Group | 507.60 |
Swiss Re | 111.00 |
Name | Price |
---|---|
LOGITECH INT. | 84.10 |
Alcon AG | 79.92 |
Compagnie Financi... | 137.95 |
Givaudan | 4'370.00 |
Sika AG | 258.00 |