Last price paid | 0.10 | |
Change | -9.09% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 01.07.2024 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 | -54.76% |
Year to date (YTD) | n.a. |
1 month | -64.29% |
3 months | -9.09% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.21 |
Underlying price on issue | 114.24 |
Premium | 0.75% |
Premium p.a. | 1.32% |
Leverage | 5.00 |
Implied volatility | 0.59 |
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 | 74.72% |
Premium p.a. | 132.40% |
Leverage | 27.61 |
Implied volatility | 59.38% |
Moneyness | out-of-the-money |
Leverage | 4.9998 |
Delta | 0.1811 |
Gamma | 0.0001 |
Theta | -0.0008 |
Rho | 0.0021 |
Vega | 0.0052 |
Fair value | 0.10 |
Intrinsic value | n.a. |
Break-even | 204.23 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'217.00 |
Lonza Group | 502.20 |
Swiss Life Hldg | 659.40 |
ROCHE GS | 243.30 |
SWISSCOM N | 511.50 |
Name | Price |
---|---|
SONOVA HLDG N | 275.80 |
ABB Ltd | 49.73 |
LOGITECH INT. | 84.60 |
Givaudan | 4'257.00 |
KUEHNE & NAGEL | 264.10 |