Last price paid | 0.15 | |
Change | -21.05% [ -0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 26.06.2024 17:20 |
Fixing | 17.01.2025 |
Settlement date | 17.01.2024 |
Last trading | 17.01.2025 |
Final fixing | 17.01.2025 |
Currency redemption | CHF |
Perf. since issue | -50.00% |
Year to date (YTD) | n.a. |
1 month | -69.39% |
3 months | +36.36% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.21 |
Underlying price on issue | 114.24 |
Premium | 0.67% |
Premium p.a. | 1.15% |
Leverage | 5.10 |
Implied volatility | 0.56 |
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 |
Premium | 67.15% |
Premium p.a. | 114.54% |
Leverage | 26.17 |
Implied volatility | 55.73% |
Moneyness | out-of-the-money |
Leverage | 5.0984 |
Delta | 0.1948 |
Gamma | 0.0001 |
Theta | -0.0008 |
Rho | 0.0025 |
Vega | 0.0058 |
Fair value | 0.11 |
Intrinsic value | n.a. |
Break-even | 204.68 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Life Hldg | 657.80 |
SONOVA HLDG N | 276.10 |
ROCHE GS | 250.50 |
ABB Ltd | 49.80 |
ZURICH INSURANCE | 481.50 |
Name | Price |
---|---|
Partners Group Ho... | 1'129.50 |
KUEHNE & NAGEL | 257.60 |
Lonza Group | 483.90 |
SWISSCOM N | 500.50 |
UBS | 26.20 |