Last price paid | 0.19 | |
Change | +11.76% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 20.06.2024 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 | -11.90% |
Year to date (YTD) | n.a. |
1 month | +11.76% |
3 months | +90.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.21 |
Underlying price on issue | 114.24 |
Premium | 0.54% |
Premium p.a. | 0.90% |
Leverage | 4.52 |
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 | 54.31% |
Premium p.a. | 90.10% |
Leverage | 16.30 |
Implied volatility | 57.01% |
Moneyness | out-of-the-money |
Leverage | 4.5154 |
Delta | 0.2771 |
Gamma | 0.0002 |
Theta | -0.0011 |
Rho | 0.0039 |
Vega | 0.0078 |
Fair value | 0.19 |
Intrinsic value | n.a. |
Break-even | 208.28 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 252.80 |
Swiss Life Hldg | 653.80 |
SWISSCOM N | 500.00 |
Givaudan | 4'314.00 |
NOVARTIS N | 93.99 |
Name | Price |
---|---|
Holcim | 78.70 |
UBS | 27.03 |
ABB Ltd | 49.79 |
Partners Group Ho... | 1'154.00 |
Sika AG | 255.40 |