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ZKB Call Warrant auf
Moderna Inc

ISIN: CH1338498780 Security: 133849878 Symbol: MRNKJZ Life cycle
redeemed

Bid Price 0.005

Ask Price 0.015

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 21.06.2024 12:00:00

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 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 21.06.24 12:00 21.06.24 12:00

Current data

Last price paid 0.015
Change -25.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 21.06.2024 12:05

Life cycle

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

Performance

Perf. since issue -90.00%
Year to date (YTD) n.a.
1 month -92.11%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.10
Underlying price on issue125.64
Premium0.05%
Premium p.a.2.35%
Leverage49.43
Implied volatility0.29

Reference data

ISIN CH1338498780
Symbol MRNKJZ
Security 133849878
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Moderna Rg, US60770K1079
Underlying ISIN US60770K1079
Strike 140.00
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 4.50%
Premium p.a. 234.65%
Leverage 299.86
Implied volatility 28.58%
Moneyness out-of-the-money
Leverage 49.4295
Delta 0.1648
Gamma 0.0013
Theta -0.0021
Rho 0.0001
Vega 0.0010
Fair value 0.01
Intrinsic value n.a.
Break-even 140.45
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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