Last price paid | 0.32 | |
Change | -3.03% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.05.2024 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 | -14.86% |
Year to date (YTD) | n.a. |
1 month | +14.29% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.37 |
Underlying price on issue | 126.10 |
Premium | 0.29% |
Premium p.a. | 0.41% |
Leverage | 4.15 |
Implied volatility | 0.48 |
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 | 28.54% |
Premium p.a. | 40.86% |
Leverage | 9.19 |
Implied volatility | 47.58% |
Moneyness | out-of-the-money |
Leverage | 4.1462 |
Delta | 0.4514 |
Gamma | 0.0002 |
Theta | -0.0010 |
Rho | 0.0069 |
Vega | 0.0096 |
Fair value | 0.32 |
Intrinsic value | n.a. |
Break-even | 163.88 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.75 |
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