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ZKB Call Warrant auf
Moët Hennessy Louis Vuitton SE

ISIN: CH1268369654 Security: 126836965 Symbol: MC0BYZ Life cycle
redeemed

Bid Price 0.001

Ask Price 0.02

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 21.06.2024 12:00:00

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 0.001 0.02
Volume 1'000'000.00 250'000.00
Date/time 21.06.24 12:00 21.06.24 12:00

Current data

Last price paid 0.015
Change -25.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 22.05.2024 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 -98.65%
Year to date (YTD) -89.29%
1 month -82.35%
3 months -95.16%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.78
Underlying price on issue834.15
Premium0.26%
Premium p.a.13.77%
Leverage23.01
Implied volatility0.85

Reference data

ISIN CH1268369654
Symbol MC0BYZ
Security 126836965
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying LVMH, FR0000121014
Underlying ISIN FR0000121014
Strike 900.00
C/P type call
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 26.40%
Premium p.a. 1376.78%
Leverage 808.90
Implied volatility 85.47%
Moneyness out-of-the-money
Leverage 23.0104
Delta 0.0284
Gamma 0.0000
Theta -0.0042
Rho 0.0000
Vega 0.0008
Fair value 0.01
Intrinsic value n.a.
Break-even 900.88
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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