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 | +90.54% |
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 | 0.17% |
Premium p.a. | 0.28% |
Leverage | 3.13 |
Implied volatility | 0.58 |
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 | 17.30% |
Premium p.a. | 28.31% |
Leverage | 4.86 |
Implied volatility | 57.74% |
Moneyness | in-the-money |
Leverage | 3.1251 |
Delta | 0.6427 |
Gamma | 0.0002 |
Theta | -0.0015 |
Rho | 0.0092 |
Vega | 0.0100 |
Fair value | 0.59 |
Intrinsic value | n.a. |
Break-even | 181.89 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 51.16 |
Swiss Life Hldg | 647.40 |
KUEHNE & NAGEL | 258.90 |
Partners Group Ho... | 1'157.00 |
Swiss Re | 111.25 |
Name | Price |
---|---|
Compagnie Financi... | 141.25 |
NOVARTIS N | 93.15 |
Nestlé SA | 94.90 |
SONOVA HLDG N | 271.20 |
SWISSCOM N | 496.40 |