Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 23.02.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -99.13% |
Year to date (YTD) | n.a. |
1 month | -87.50% |
3 months | -97.58% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.63 |
Underlying price on issue | 829.50 |
Premium | 0.18% |
Premium p.a. | 6.69% |
Leverage | 34.36 |
Implied volatility | 0.49 |
ISIN | CH1305137577 |
Symbol | MC0KHZ |
Security | 130513757 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | LVMH, FR0000121014 |
Underlying ISIN | FR0000121014 |
Strike | 840.00 |
C/P type | call |
Subscription ratio | 80.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 80 |
Value day | 16.02.2024 |
Premium | 18.34% |
Premium p.a. | 669.48% |
Leverage | 1'532.64 |
Implied volatility | 49.14% |
Moneyness | out-of-the-money |
Leverage | 34.3607 |
Delta | 0.0224 |
Gamma | 0.0000 |
Theta | -0.0017 |
Rho | 0.0000 |
Vega | 0.0007 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 840.46 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Life Hldg | 647.60 |
Lonza Group | 479.20 |
Swiss Re | 111.45 |
ABB Ltd | 50.88 |
Partners Group Ho... | 1'156.50 |
Name | Price |
---|---|
Compagnie Financi... | 141.20 |
SONOVA HLDG N | 270.60 |
NOVARTIS N | 93.26 |
Nestlé SA | 94.84 |
Alcon AG | 78.46 |