Last price paid | 0.09 | |
Change | +12.50% [ +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 | 29.02.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -61.36% |
Year to date (YTD) | n.a. |
1 month | -68.97% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.22 |
Underlying price on issue | 71.49 |
Premium | 0.04% |
Premium p.a. | 0.33% |
Leverage | 18.42 |
Implied volatility | 0.21 |
ISIN | CH1305139334 |
Symbol | MBGNZZ |
Security | 130513933 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Mercedes-Benz Grp.N, DE0007100000 |
Underlying ISIN | DE0007100000 |
Strike | 70.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 22.02.2024 |
Premium | 3.96% |
Premium p.a. | 32.84% |
Leverage | 39.85 |
Implied volatility | 21.38% |
Moneyness | out-of-the-money |
Leverage | 18.4242 |
Delta | 0.4624 |
Gamma | 0.0039 |
Theta | -0.0013 |
Rho | 0.0018 |
Vega | 0.0047 |
Fair value | 0.09 |
Intrinsic value | n.a. |
Break-even | 71.73 |
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 |