Last price paid | 0.65 | |
Change | +20.37% [ +0.11 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | 2'500.00 Unit | |
Date/time | 18.06.2024 17:15 |
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 | +93.24% |
Year to date (YTD) | n.a. |
1 month | +103.13% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.37 |
Underlying price on issue | 126.10 |
Premium | 0.19% |
Premium p.a. | 0.31% |
Leverage | 3.02 |
Implied volatility | 0.61 |
ISIN | CH1305149978 |
Symbol | MU0MCZ |
Security | 130514997 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.01.2025 |
Underlying | Micron Technolog Rg, US5951121038 |
Underlying ISIN | US5951121038 |
Strike | 150.00 |
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 | 18.82% |
Premium p.a. | 30.95% |
Leverage | 4.75 |
Implied volatility | 61.18% |
Moneyness | in-the-money |
Leverage | 3.0197 |
Delta | 0.6363 |
Gamma | 0.0001 |
Theta | -0.0016 |
Rho | 0.0088 |
Vega | 0.0099 |
Fair value | 0.64 |
Intrinsic value | n.a. |
Break-even | 182.33 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 480.70 |
ROCHE GS | 249.30 |
Swiss Life Hldg | 650.80 |
SWISSCOM N | 498.80 |
ZURICH INSURANCE | 481.90 |
Name | Price |
---|---|
Givaudan | 4'275.00 |
LOGITECH INT. | 87.02 |
ABB Ltd | 50.92 |
Alcon AG | 78.48 |
Nestlé SA | 94.62 |