Last price paid | 1.05 | |
Change | +23.53% [ +0.20 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.06.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 19.06.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +17.22% |
Year to date (YTD) | -0.94% |
1 month | +183.78% |
3 months | +303.85% |
1 year | +34.62% |
3 years | n.a. |
Issue price | 0.90 |
Underlying price on issue | 834.15 |
Premium | 0.00% |
Premium p.a. | 0.03% |
Leverage | 7.41 |
Implied volatility | 0.40 |
ISIN | CH1268369639 |
Symbol | MC06RZ |
Security | 126836963 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | LVMH, FR0000121014 |
Underlying ISIN | FR0000121014 |
Strike | 800.00 |
C/P type | put |
Subscription ratio | 80.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 80 |
Value day | 12.06.2023 |
Premium | 0.11% |
Premium p.a. | 2.89% |
Leverage | 8.04 |
Implied volatility | 40.11% |
Moneyness | in-the-money |
Leverage | 7.4131 |
Delta | -0.9221 |
Gamma | 0.0000 |
Theta | -0.0025 |
Rho | -0.0034 |
Vega | 0.0024 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 711.41 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 95.01 |
ROCHE GS | 247.60 |
Nestlé SA | 95.28 |
SWISSCOM N | 496.00 |
Lonza Group | 480.30 |
Name | Price |
---|---|
LOGITECH INT. | 88.38 |
Sika AG | 255.90 |
Partners Group Ho... | 1'154.50 |
Holcim | 80.04 |
ABB Ltd | 49.89 |