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Micron Technology Inc

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

Bid Price 0.02

Ask Price 0.03

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 07.06.2024 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 0.02 0.03
Volume 1'000'000.00 250'000.00
Date/time 07.06.24 17:15 07.06.24 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 -77.27%
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
Premium0.15%
Premium p.a.2.63%
Leverage17.31
Implied volatility0.49

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 15.11%
Premium p.a. 262.62%
Leverage 117.63
Implied volatility 49.27%
Moneyness out-of-the-money
Leverage 17.3125
Delta 0.1472
Gamma 0.0004
Theta -0.0019
Rho 0.0002
Vega 0.0016
Fair value 0.03
Intrinsic value n.a.
Break-even 151.12
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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