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Micron Technology Inc

ISIN: CH1305149978 Security: 130514997 Symbol: MU0MCZ Life cycle
Secondary market

Bid Price 0.31

Ask Price 0.32

Currency CHF

Exchange SIX Structured Products

Volume 175'000.00

Volume 175'000.00

Date/time (delayed) 17.05.2024 05:15:00

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 0.31 0.32
Volume 175'000.00 175'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

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

Life cycle

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

Performance

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.

Key figures on issue

Issue price0.37
Underlying price on issue126.10
Premium0.29%
Premium p.a.0.41%
Leverage4.15
Implied volatility0.48

Reference data

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

Key figures

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.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

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