Last price paid | 0.05 | |
Change | -23.08% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 02.08.2024 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 | -75.00% |
Year to date (YTD) | n.a. |
1 month | -58.33% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.18 |
Underlying price on issue | 66.65 |
Premium | 0.33% |
Premium p.a. | 0.36% |
Leverage | 8.13 |
Implied volatility | 0.28 |
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 | 32.62% |
Premium p.a. | 36.19% |
Leverage | 60.43 |
Implied volatility | 28.20% |
Moneyness | out-of-the-money |
Leverage | 8.1287 |
Delta | 0.1345 |
Gamma | 0.0007 |
Theta | -0.0002 |
Rho | 0.0024 |
Vega | 0.0055 |
Fair value | 0.05 |
Intrinsic value | n.a. |
Break-even | 76.96 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Nestlé SA | 89.40 |
SWISSCOM N | 529.50 |
ROCHE GS | 281.10 |
NOVARTIS N | 96.61 |
Givaudan | 4'197.00 |
Name | Price |
---|---|
UBS | 24.13 |
ABB Ltd | 44.69 |
LOGITECH INT. | 73.12 |
Sika AG | 248.40 |
Holcim | 76.60 |