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ZKB Put Warrant auf
Moët Hennessy Louis Vuitton SE

ISIN: CH1268369639 Security: 126836963 Symbol: MC06RZ Life cycle
Secondary market

Bid Price 0.82

Ask Price 0.83

Currency CHF

Exchange SIX Structured Products

Volume 75'000.00

Volume 75'000.00

Date/time (delayed) 31.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 12.06.2023
Key Information Document DE 12.06.2023
Key Information Document EN 12.06.2023
Key Information Document FR 12.06.2023
Key Information Document IT 12.06.2023

Price data

  Bid Ask
Price 0.82 0.83
Volume 75'000.00 75'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

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

Life cycle

Fixing21.06.2024
Settlement date19.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

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.

Key figures on issue

Issue price0.90
Underlying price on issue834.15
Premium0.00%
Premium p.a.0.04%
Leverage9.18
Implied volatility0.28

Reference data

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

Key figures

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.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

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