Last price paid | 0.05 | |
Change | +25.00% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 06.06.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 18.09.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -91.67% |
Year to date (YTD) | -86.11% |
1 month | -81.48% |
3 months | -93.83% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.66 |
Underlying price on issue | 741.65 |
Premium | 0.06% |
Premium p.a. | 0.96% |
Leverage | 34.37 |
Implied volatility | 0.22 |
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 |
Premium | 5.51% |
Premium p.a. | 95.84% |
Leverage | 167.77 |
Implied volatility | 22.32% |
Moneyness | out-of-the-money |
Leverage | 34.3678 |
Delta | 0.2049 |
Gamma | 0.0001 |
Theta | -0.0035 |
Rho | 0.0010 |
Vega | 0.0063 |
Fair value | 0.06 |
Intrinsic value | n.a. |
Break-even | 804.54 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 242.60 |
Compagnie Financi... | 150.10 |
Swiss Re | 113.65 |
Holcim | 79.98 |
Alcon AG | 82.16 |
Name | Price |
---|---|
Partners Group Ho... | 1'165.00 |
Lonza Group | 500.20 |
Sika AG | 270.90 |
GEBERIT N | 550.80 |
SWISSCOM N | 503.50 |