Last price paid | 0.31 | |
Change | +3.33% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 23.05.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 02.05.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | +103.33% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.15 |
Underlying price on issue | 153.08 |
Premium | 0.11% |
Premium p.a. | 0.17% |
Leverage | 6.14 |
Implied volatility | 0.28 |
ISIN | CH1338495893 |
Symbol | MRKYYZ |
Security | 133849589 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Merck I, DE0006599905 |
Underlying ISIN | DE0006599905 |
Strike | 170.00 |
C/P type | call |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 50 |
Value day | 24.04.2024 |
Premium | 10.51% |
Premium p.a. | 16.89% |
Leverage | 10.91 |
Implied volatility | 27.63% |
Moneyness | out-of-the-money |
Leverage | 6.1374 |
Delta | 0.5625 |
Gamma | 0.0002 |
Theta | -0.0008 |
Rho | 0.0097 |
Vega | 0.0103 |
Fair value | 0.31 |
Intrinsic value | n.a. |
Break-even | 185.37 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'233.50 |
Holcim | 80.24 |
Swiss Life Hldg | 630.80 |
KUEHNE & NAGEL | 245.80 |
UBS | 28.16 |
Name | Price |
---|---|
NOVARTIS N | 91.74 |
SONOVA HLDG N | 294.20 |
Nestlé SA | 92.42 |
Alcon AG | 82.02 |
ROCHE GS | 230.40 |