Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 02.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 19.06.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -94.23% |
Year to date (YTD) | -40.00% |
1 month | -57.14% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.26 |
Underlying price on issue | 73.46 |
Premium | 0.17% |
Premium p.a. | 1.39% |
Leverage | 20.50 |
Implied volatility | 0.31 |
ISIN | CH1268369811 |
Symbol | MBGFPZ |
Security | 126836981 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Mercedes-Benz Grp.N, DE0007100000 |
Underlying ISIN | DE0007100000 |
Strike | 80.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 12.06.2023 |
Premium | 17.48% |
Premium p.a. | 138.67% |
Leverage | 223.11 |
Implied volatility | 30.97% |
Moneyness | out-of-the-money |
Leverage | 20.4954 |
Delta | 0.0919 |
Gamma | 0.0011 |
Theta | -0.0007 |
Rho | 0.0004 |
Vega | 0.0020 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 80.31 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
LOGITECH INT. | 78.16 |
ABB Ltd | 47.81 |
Givaudan | 4'104.00 |
ROCHE GS | 227.80 |
Alcon AG | 74.34 |
Name | Price |
---|---|
Partners Group Ho... | 1'238.50 |
Swiss Re | 104.85 |
Lonza Group | 516.40 |
SONOVA HLDG N | 267.70 |
Holcim | 78.26 |