Last price paid | 0.05 | |
Change | +11.11% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 05.09.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -76.09% |
Year to date (YTD) | -16.67% |
1 month | -76.19% |
3 months | -23.08% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.23 |
Underlying price on issue | 67.56 |
Premium | 0.05% |
Premium p.a. | 0.44% |
Leverage | 21.14 |
Implied volatility | 0.21 |
ISIN | CH1268386005 |
Symbol | MBGBBZ |
Security | 126838600 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Mercedes-Benz Grp.N, DE0007100000 |
Underlying ISIN | DE0007100000 |
Strike | 72.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 29.08.2023 |
Premium | 5.45% |
Premium p.a. | 44.24% |
Leverage | 61.81 |
Implied volatility | 21.06% |
Moneyness | out-of-the-money |
Leverage | 21.1367 |
Delta | 0.3420 |
Gamma | 0.0036 |
Theta | -0.0011 |
Rho | 0.0014 |
Vega | 0.0044 |
Fair value | 0.06 |
Intrinsic value | n.a. |
Break-even | 73.12 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Alcon AG | 79.94 |
SONOVA HLDG N | 285.80 |
LOGITECH INT. | 80.50 |
Compagnie Financi... | 136.40 |
Partners Group Ho... | 1'251.50 |
Name | Price |
---|---|
Lonza Group | 507.40 |
ROCHE GS | 224.60 |
Swiss Re | 103.40 |
Givaudan | 4'066.00 |
SWISSCOM N | 502.00 |