Last price paid | 0.02 | |
Change | -33.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 19.06.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 14.05.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -85.00% |
Year to date (YTD) | n.a. |
1 month | -81.82% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.10 |
Underlying price on issue | 125.64 |
Premium | 0.06% |
Premium p.a. | 2.53% |
Leverage | 36.56 |
Implied volatility | 0.35 |
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 |
Premium | 5.56% |
Premium p.a. | 253.48% |
Leverage | 197.69 |
Implied volatility | 34.98% |
Moneyness | out-of-the-money |
Leverage | 36.5559 |
Delta | 0.1849 |
Gamma | 0.0011 |
Theta | -0.0026 |
Rho | 0.0001 |
Vega | 0.0012 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 140.67 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'175.50 |
Sika AG | 261.30 |
Holcim | 82.60 |
GEBERIT N | 543.60 |
Givaudan | 4'323.00 |
Name | Price |
---|---|
KUEHNE & NAGEL | 258.90 |
Compagnie Financi... | 139.70 |
NOVARTIS N | 93.61 |
Nestlé SA | 94.36 |
ROCHE GS | 249.70 |