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Micron Technology Inc

ISIN: CH1338498939 Security: 133849893 Symbol: MU0MPZ Life cycle
Secondary market

Bid Price 0.16

Ask Price 0.17

Currency CHF

Exchange SIX Structured Products

Volume 350'000.00

Volume 350'000.00

Date/time (delayed) 31.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 06.05.2024
Key Information Document DE 06.05.2024
Key Information Document EN 06.05.2024
Key Information Document FR 06.05.2024
Key Information Document IT 06.05.2024

Price data

  Bid Ask
Price 0.16 0.17
Volume 350'000.00 350'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.17
Change -32.00% [ -0.08 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date14.05.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -8.33%
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 price0.18
Underlying price on issue118.16
Premium0.04%
Premium p.a.0.56%
Leverage9.86
Implied volatility0.45

Reference data

ISIN CH1338498939
Symbol MU0MPZ
Security 133849893
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Micron Technolog Rg, US5951121038
Underlying ISIN US5951121038
Strike 120.00
C/P type call
Subscription ratio 40.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 40
Value day 06.05.2024

Key figures

Premium 4.27%
Premium p.a. 55.60%
Leverage 16.72
Implied volatility 44.80%
Moneyness in-the-money
Leverage 9.8590
Delta 0.5897
Gamma 0.0007
Theta -0.0026
Rho 0.0011
Vega 0.0030
Fair value 0.12
Intrinsic value n.a.
Break-even 127.30
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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