Last price paid | 0.02 | |
Change | -20.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 08.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 12.03.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -81.82% |
Year to date (YTD) | n.a. |
1 month | -85.71% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.11 |
Underlying price on issue | 73.36 |
Premium | 0.11% |
Premium p.a. | 0.91% |
Leverage | 23.72 |
Implied volatility | 0.25 |
ISIN | CH1305142601 |
Symbol | MBGN1Z |
Security | 130514260 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Mercedes-Benz Grp.N, DE0007100000 |
Underlying ISIN | DE0007100000 |
Strike | 76.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 05.03.2024 |
Premium | 11.25% |
Premium p.a. | 91.27% |
Leverage | 168.13 |
Implied volatility | 24.53% |
Moneyness | out-of-the-money |
Leverage | 23.7159 |
Delta | 0.1411 |
Gamma | 0.0019 |
Theta | -0.0008 |
Rho | 0.0006 |
Vega | 0.0026 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 76.41 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Alcon AG | 81.50 |
SONOVA HLDG N | 283.00 |
Compagnie Financi... | 135.05 |
UBS | 27.16 |
LOGITECH INT. | 78.26 |
Name | Price |
---|---|
Lonza Group | 503.00 |
ROCHE GS | 222.80 |
Holcim | 77.36 |
Swiss Life Hldg | 642.60 |
Givaudan | 4'061.00 |