Last price paid | 0.04 | |
Change | -11.11% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 06.08.2024 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 | -66.67% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.18 |
Underlying price on issue | 66.65 |
Premium | 0.29% |
Premium p.a. | 0.33% |
Leverage | 8.76 |
Implied volatility | 0.26 |
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 | 28.58% |
Premium p.a. | 33.01% |
Leverage | 63.65 |
Implied volatility | 26.40% |
Moneyness | out-of-the-money |
Leverage | 8.7568 |
Delta | 0.1376 |
Gamma | 0.0008 |
Theta | -0.0002 |
Rho | 0.0025 |
Vega | 0.0057 |
Fair value | 0.05 |
Intrinsic value | n.a. |
Break-even | 76.94 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 133.10 |
Partners Group Ho... | 1'186.00 |
Swiss Re | 108.30 |
Sika AG | 256.50 |
LOGITECH INT. | 77.62 |
Name | Price |
---|---|
GEBERIT N | 518.60 |
UBS | 26.18 |
SWISSCOM N | 528.50 |
Nestlé SA | 89.28 |
Lonza Group | 551.40 |