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ZKB Call Warrant auf
Moderna Inc

ISIN: CH1305130226 Security: 130513022 Symbol: MRNUWZ Life cycle
redeemed

Bid Price 0.005

Ask Price 0.015

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 21.06.2024 12:00:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 09.01.2024
Key Information Document DE 09.01.2024
Key Information Document EN 09.01.2024
Key Information Document FR 09.01.2024
Key Information Document IT 09.01.2024

Price data

  Bid Ask
Price 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 21.06.24 12:00 21.06.24 12:00

Current data

Last price paid 0.015
Change -25.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 19.06.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date17.01.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -95.00%
Year to date (YTD) n.a.
1 month -75.00%
3 months -72.73%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.20
Underlying price on issue114.24
Premium0.12%
Premium p.a.6.23%
Leverage27.95
Implied volatility0.58

Reference data

ISIN CH1305130226
Symbol MRNUWZ
Security 130513022
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Moderna Rg, US60770K1079
Underlying ISIN US60770K1079
Strike 150.00
C/P type call
Subscription ratio 40.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 40
Value day 09.01.2024

Key figures

Premium 11.94%
Premium p.a. 622.62%
Leverage 299.86
Implied volatility 57.56%
Moneyness out-of-the-money
Leverage 27.9511
Delta 0.0932
Gamma 0.0004
Theta -0.0028
Rho 0.0001
Vega 0.0007
Fair value 0.01
Intrinsic value n.a.
Break-even 150.45
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

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