Last price paid | 0.83 | |
Change | -2.35% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 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 | -8.33% |
Year to date (YTD) | -21.70% |
1 month | +53.70% |
3 months | +151.52% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.90 |
Underlying price on issue | 834.15 |
Premium | 0.00% |
Premium p.a. | 0.04% |
Leverage | 9.18 |
Implied volatility | 0.28 |
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 | 0.31% |
Premium p.a. | 4.01% |
Leverage | 10.91 |
Implied volatility | 28.36% |
Moneyness | in-the-money |
Leverage | 9.1826 |
Delta | -0.8417 |
Gamma | 0.0001 |
Theta | -0.0022 |
Rho | -0.0064 |
Vega | 0.0060 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 732.64 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |