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ZKB Call Warrant auf
Micron Technology Inc

ISIN: CH1305150018 Security: 130515001 Symbol: MU00RZ Life cycle
Secondary market

Bid Price 0.35

Ask Price 0.36

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 18.06.2024 01:04:49

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 02.04.2024
Key Information Document DE 02.04.2024
Key Information Document EN 02.04.2024
Key Information Document FR 02.04.2024
Key Information Document IT 02.04.2024

Price data

  Bid Ask
Price 0.35 0.36
Volume 150'000.00 150'000.00
Date/time 18.06.24 13:04 18.06.24 13:04

Current data

Last price paid 0.28
Change +7.69% [ +0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.06.2024 17:20

Life cycle

Fixing17.01.2025
Settlement date09.04.2024
Last trading17.01.2025
Final fixing17.01.2025
Currency redemptionCHF

Performance

Perf. since issue +86.11%
Year to date (YTD) n.a.
1 month +100.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.18
Underlying price on issue126.10
Premium0.39%
Premium p.a.0.63%
Leverage3.91
Implied volatility0.58

Reference data

ISIN CH1305150018
Symbol MU00RZ
Security 130515001
Exchange SIX Structured Products
Currency CHF
Expiry 27.01.2025
Underlying Micron Technolog Rg, US5951121038
Underlying ISIN US5951121038
Strike 190.00
C/P type call
Subscription ratio 40.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 40
Value day 02.04.2024

Key figures

Premium 38.74%
Premium p.a. 63.41%
Leverage 9.79
Implied volatility 58.36%
Moneyness out-of-the-money
Leverage 3.9091
Delta 0.3993
Gamma 0.0002
Theta -0.0014
Rho 0.0060
Vega 0.0099
Fair value 0.34
Intrinsic value n.a.
Break-even 205.10
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

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