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ZKB Call Warrant auf
Moët Hennessy Louis Vuitton SE

ISIN: CH1268387805 Security: 126838780 Symbol: MC07XZ Life cycle
Secondary market

Bid Price 0.20

Ask Price 0.21

Currency CHF

Exchange SIX Structured Products

Volume 275'000.00

Volume 275'000.00

Date/time (delayed) 17.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 11.09.2023
Key Information Document DE 11.09.2023
Key Information Document EN 11.09.2023
Key Information Document FR 11.09.2023
Key Information Document IT 11.09.2023

Price data

  Bid Ask
Price 0.20 0.21
Volume 275'000.00 275'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.21
Change -12.50% [ -0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date18.09.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -68.94%
Year to date (YTD) -41.67%
1 month -56.25%
3 months -70.83%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.66
Underlying price on issue741.65
Premium0.04%
Premium p.a.0.37%
Leverage19.87
Implied volatility0.21

Reference data

ISIN CH1268387805
Symbol MC07XZ
Security 126838780
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying LVMH, FR0000121014
Underlying ISIN FR0000121014
Strike 800.00
C/P type call
Subscription ratio 80.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 80
Value day 11.09.2023

Key figures

Premium 4.27%
Premium p.a. 37.08%
Leverage 47.12
Implied volatility 21.19%
Moneyness out-of-the-money
Leverage 19.8712
Delta 0.4217
Gamma 0.0001
Theta -0.0037
Rho 0.0044
Vega 0.0128
Fair value 0.21
Intrinsic value n.a.
Break-even 816.62
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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