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 |
Fixing | 21.06.2024 |
Settlement date | 09.04.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
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. |
Issue price | 0.20 |
Underlying price on issue | 126.10 |
Premium | 0.09% |
Premium p.a. | 0.75% |
Leverage | 9.51 |
Implied volatility | 0.45 |
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 |
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. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 107.65 |
ZURICH INSURANCE | 469.10 |
ROCHE GS | 234.80 |
LOGITECH INT. | 81.60 |
Swiss Life Hldg | 662.60 |
Name | Price |
---|---|
Holcim | 78.44 |
ABB Ltd | 47.65 |
UBS | 27.42 |
Lonza Group | 527.40 |
NOVARTIS N | 92.62 |