Last price paid | 0.44 | |
Change | -27.87% [ -0.17 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 10.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 09.11.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +147.22% |
Year to date (YTD) | +62.96% |
1 month | -45.00% |
3 months | +33.33% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.18 |
Underlying price on issue | 57.39 |
Premium | 0.01% |
Premium p.a. | 0.08% |
Leverage | 6.76 |
Implied volatility | 0.31 |
ISIN | CH1281036876 |
Symbol | MBG24Z |
Security | 128103687 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Mercedes-Benz Grp.N, DE0007100000 |
Underlying ISIN | DE0007100000 |
Strike | 60.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 02.11.2023 |
Premium | 0.98% |
Premium p.a. | 7.79% |
Leverage | 7.53 |
Implied volatility | 31.41% |
Moneyness | in-the-money |
Leverage | 6.7643 |
Delta | 0.8988 |
Gamma | 0.0012 |
Theta | -0.0010 |
Rho | 0.0032 |
Vega | 0.0021 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 69.09 |
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 |
---|---|
Holcim | 78.26 |
Lonza Group | 516.40 |
Partners Group Ho... | 1'238.50 |
Swiss Re | 104.85 |
SONOVA HLDG N | 267.70 |