Last price paid | 0.14 | |
Change | +7.69% [ +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 | 26.10.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -19.44% |
Year to date (YTD) | +40.00% |
1 month | -63.16% |
3 months | +16.67% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.18 |
Underlying price on issue | 63.62 |
Premium | 0.03% |
Premium p.a. | 0.23% |
Leverage | 14.21 |
Implied volatility | 0.24 |
ISIN | CH1281035795 |
Symbol | MBGJGZ |
Security | 128103579 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Mercedes-Benz Grp.N, DE0007100000 |
Underlying ISIN | DE0007100000 |
Strike | 68.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 19.10.2023 |
Premium | 2.83% |
Premium p.a. | 23.49% |
Leverage | 23.36 |
Implied volatility | 23.63% |
Moneyness | in-the-money |
Leverage | 14.2064 |
Delta | 0.6081 |
Gamma | 0.0035 |
Theta | -0.0014 |
Rho | 0.0023 |
Vega | 0.0045 |
Fair value | 0.10 |
Intrinsic value | n.a. |
Break-even | 70.95 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 532.20 |
SONOVA HLDG N | 297.50 |
Partners Group Ho... | 1'279.00 |
GEBERIT N | 566.20 |
Sika AG | 283.40 |
Name | Price |
---|---|
NOVARTIS N | 93.30 |
Compagnie Financi... | 136.55 |
LOGITECH INT. | 80.60 |
ZURICH INSURANCE | 453.30 |
Swiss Re | 103.70 |