Last price paid | 0.12 | |
Change | +9.09% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 25.07.2024 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 | -45.24% |
Year to date (YTD) | n.a. |
1 month | -36.84% |
3 months | +33.33% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.21 |
Underlying price on issue | 114.24 |
Premium | 0.70% |
Premium p.a. | 1.37% |
Leverage | 4.78 |
Implied volatility | 0.64 |
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 | 69.54% |
Premium p.a. | 137.20% |
Leverage | 23.22 |
Implied volatility | 63.72% |
Moneyness | out-of-the-money |
Leverage | 4.7848 |
Delta | 0.2060 |
Gamma | 0.0001 |
Theta | -0.0010 |
Rho | 0.0022 |
Vega | 0.0054 |
Fair value | 0.12 |
Intrinsic value | n.a. |
Break-even | 205.21 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 581.00 |
ROCHE GS | 286.00 |
Compagnie Financi... | 134.90 |
ABB Ltd | 48.22 |
LOGITECH INT. | 78.84 |
Name | Price |
---|---|
Nestlé SA | 87.92 |
KUEHNE & NAGEL | 267.70 |
SWISSCOM N | 535.00 |
Givaudan | 4'196.00 |
Holcim | 83.64 |