Last price paid | 0.27 | |
Change | -6.90% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 25.06.2024 17:20 |
Fixing | 17.01.2025 |
Settlement date | 09.04.2024 |
Last trading | 17.01.2025 |
Final fixing | 17.01.2025 |
Currency redemption | CHF |
Perf. since issue | +52.78% |
Year to date (YTD) | n.a. |
1 month | +80.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.18 |
Underlying price on issue | 126.10 |
Premium | 0.44% |
Premium p.a. | 0.74% |
Leverage | 4.10 |
Implied volatility | 0.59 |
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 |
Premium | 43.50% |
Premium p.a. | 73.86% |
Leverage | 11.50 |
Implied volatility | 59.00% |
Moneyness | out-of-the-money |
Leverage | 4.0957 |
Delta | 0.3561 |
Gamma | 0.0002 |
Theta | -0.0014 |
Rho | 0.0050 |
Vega | 0.0090 |
Fair value | 0.28 |
Intrinsic value | n.a. |
Break-even | 202.26 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 274.80 |
Sika AG | 260.00 |
KUEHNE & NAGEL | 260.40 |
Lonza Group | 486.30 |
GEBERIT N | 541.00 |
Name | Price |
---|---|
Compagnie Financi... | 142.15 |
ROCHE GS | 249.60 |
Nestlé SA | 92.90 |
ZURICH INSURANCE | 480.20 |
Swiss Re | 111.50 |