Last price paid | 0.13 | |
Change | -13.33% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 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 | -30.56% |
Year to date (YTD) | n.a. |
1 month | +44.44% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.18 |
Underlying price on issue | 126.10 |
Premium | 0.61% |
Premium p.a. | 0.92% |
Leverage | 4.94 |
Implied volatility | 0.52 |
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 | 60.62% |
Premium p.a. | 91.81% |
Leverage | 21.99 |
Implied volatility | 52.29% |
Moneyness | out-of-the-money |
Leverage | 4.9381 |
Delta | 0.2245 |
Gamma | 0.0002 |
Theta | -0.0008 |
Rho | 0.0033 |
Vega | 0.0067 |
Fair value | 0.13 |
Intrinsic value | n.a. |
Break-even | 195.54 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |