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Moderna Inc

ISIN: CH1305130150 Security: 130513015 Symbol: MRNNLZ Life cycle
Secondary market

Bid Price 0.22

Ask Price 0.23

Currency CHF

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 14.06.2024 05:15:00

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 0.22 0.23
Volume 250'000.00 250'000.00
Date/time 14.06.24 17:15 14.06.24 17:15

Current data

Last price paid 0.23
Change -14.81% [ -0.04 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 14.06.2024 17:20

Life cycle

Fixing17.01.2025
Settlement date17.01.2024
Last trading17.01.2025
Final fixing17.01.2025
Currency redemptionCHF

Performance

Perf. since issue +7.14%
Year to date (YTD) n.a.
1 month +53.33%
3 months +130.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.21
Underlying price on issue114.24
Premium0.49%
Premium p.a.0.79%
Leverage4.36
Implied volatility0.56

Reference data

ISIN CH1305130150
Symbol MRNNLZ
Security 130513015
Exchange SIX Structured Products
Currency CHF
Expiry 27.01.2025
Underlying Moderna Rg, US60770K1079
Underlying ISIN US60770K1079
Strike 200.00
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 48.93%
Premium p.a. 78.67%
Leverage 13.96
Implied volatility 56.10%
Moneyness out-of-the-money
Leverage 4.3590
Delta 0.3122
Gamma 0.0002
Theta -0.0012
Rho 0.0047
Vega 0.0088
Fair value 0.23
Intrinsic value n.a.
Break-even 210.10
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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