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 | -47.62% |
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 | 5.00 |
Implied volatility | 0.57 |
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 | 67.34% |
Premium p.a. | 114.85% |
Leverage | 24.97 |
Implied volatility | 56.59% |
Moneyness | out-of-the-money |
Leverage | 5.0015 |
Delta | 0.2003 |
Gamma | 0.0001 |
Theta | -0.0008 |
Rho | 0.0026 |
Vega | 0.0059 |
Fair value | 0.11 |
Intrinsic value | n.a. |
Break-even | 204.90 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 276.50 |
Swiss Life Hldg | 657.60 |
ROCHE GS | 250.60 |
ABB Ltd | 49.85 |
ZURICH INSURANCE | 481.70 |
Name | Price |
---|---|
Partners Group Ho... | 1'129.00 |
KUEHNE & NAGEL | 258.10 |
Lonza Group | 484.60 |
SWISSCOM N | 501.00 |
NOVARTIS N | 95.69 |