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Micron Technology Inc

ISIN: CH1305149861 Security: 130514986 Symbol: MU0VRZ Life cycle
Secondary market

Bid Price 0.13

Ask Price 0.14

Currency CHF

Exchange SIX Structured Products

Volume 425'000.00

Volume 425'000.00

Date/time (delayed) 16.05.2024 05:15:01

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 0.13 0.14
Volume 425'000.00 425'000.00
Date/time 16.05.24 17:15 16.05.24 17:15

Current data

Last price paid 0.13
Change +18.18% [ +0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 16.05.2024 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 -32.50%
Year to date (YTD) n.a.
1 month +8.33%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.20
Underlying price on issue126.10
Premium0.09%
Premium p.a.0.75%
Leverage9.51
Implied volatility0.45

Reference data

ISIN CH1305149861
Symbol MU0VRZ
Security 130514986
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Micron Technolog Rg, US5951121038
Underlying ISIN US5951121038
Strike 135.00
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 8.81%
Premium p.a. 74.82%
Leverage 21.70
Implied volatility 45.01%
Moneyness out-of-the-money
Leverage 9.5080
Delta 0.4381
Gamma 0.0005
Theta -0.0022
Rho 0.0014
Vega 0.0040
Fair value 0.14
Intrinsic value n.a.
Break-even 140.97
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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