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Micron Technology Inc

ISIN: CH1305149960 Security: 130514996 Symbol: MU0QCZ Life cycle
Secondary market

Bid Price 0.015

Ask Price 0.025

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 31.05.2024 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 0.015 0.025
Volume 1'000'000.00 250'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.025
Change -16.67% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date09.04.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -81.82%
Year to date (YTD) n.a.
1 month n.a.
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.11
Underlying price on issue126.10
Premium0.23%
Premium p.a.3.05%
Leverage14.64
Implied volatility0.55

Reference data

ISIN CH1305149960
Symbol MU0QCZ
Security 130514996
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
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 23.41%
Premium p.a. 305.21%
Leverage 138.10
Implied volatility 54.84%
Moneyness out-of-the-money
Leverage 14.6413
Delta 0.1060
Gamma 0.0003
Theta -0.0014
Rho 0.0002
Vega 0.0014
Fair value 0.02
Intrinsic value n.a.
Break-even 150.89
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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