Last price paid | 0.085 | |
Change | -29.17% [ -0.04 ] | |
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 | -50.00% |
Year to date (YTD) | n.a. |
1 month | -59.52% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.18 |
Underlying price on issue | 125.64 |
Premium | 0.01% |
Premium p.a. | 0.27% |
Leverage | 25.45 |
Implied volatility | 0.24 |
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 |
Premium | 0.58% |
Premium p.a. | 26.54% |
Leverage | 32.94 |
Implied volatility | 23.77% |
Moneyness | in-the-money |
Leverage | 25.4540 |
Delta | 0.7726 |
Gamma | 0.0018 |
Theta | -0.0023 |
Rho | 0.0005 |
Vega | 0.0013 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 134.05 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'174.50 |
Sika AG | 261.00 |
Holcim | 82.52 |
GEBERIT N | 543.60 |
Givaudan | 4'312.00 |
Name | Price |
---|---|
Compagnie Financi... | 139.40 |
KUEHNE & NAGEL | 258.80 |
NOVARTIS N | 93.51 |
Nestlé SA | 94.20 |
ROCHE GS | 249.60 |