Last price paid | 0.30 | |
Change | +15.38% [ +0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 07.02.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +117.86% |
Year to date (YTD) | n.a. |
1 month | -46.43% |
3 months | +42.86% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.14 |
Underlying price on issue | 62.41 |
Premium | 0.01% |
Premium p.a. | 0.10% |
Leverage | 9.34 |
Implied volatility | 0.26 |
ISIN | CH1305134509 |
Symbol | MBGO3Z |
Security | 130513450 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Mercedes-Benz Grp.N, DE0007100000 |
Underlying ISIN | DE0007100000 |
Strike | 64.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 31.01.2024 |
Premium | 1.24% |
Premium p.a. | 10.07% |
Leverage | 11.15 |
Implied volatility | 25.77% |
Moneyness | in-the-money |
Leverage | 9.3363 |
Delta | 0.8374 |
Gamma | 0.0020 |
Theta | -0.0011 |
Rho | 0.0031 |
Vega | 0.0029 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 70.22 |
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 |