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ZKB Call Warrant auf
Moderna Inc

ISIN: CH1338498715 Security: 133849871 Symbol: MRNCAZ Life cycle
redeemed

Bid Price 0.11

Ask Price 0.095

Currency CHF

Exchange SIX Structured Products

Volume 475'000.00

Volume 350'000.00

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 0.11 0.095
Volume 475'000.00 350'000.00
Date/time 21.06.24 12:00 20.06.24 16:09

Current data

Last price paid 0.15
Change +76.47% [ +0.07 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 20.06.2024 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 -43.06%
Year to date (YTD) n.a.
1 month -28.57%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.18
Underlying price on issue125.64
Premium0.00%
Premium p.a.0.08%
Leverage27.65
Implied volatility0.15

Reference data

ISIN CH1338498715
Symbol MRNCAZ
Security 133849871
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Moderna Rg, US60770K1079
Underlying ISIN US60770K1079
Strike 130.00
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 0.14%
Premium p.a. 7.55%
Leverage 29.25
Implied volatility 15.02%
Moneyness in-the-money
Leverage 27.6504
Delta 0.9453
Gamma 0.0010
Theta -0.0008
Rho 0.0005
Vega 0.0004
Fair value 0.00
Intrinsic value n.a.
Break-even 134.59
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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