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ZKB Call Warrant auf
Moët Hennessy Louis Vuitton SE

ISIN: CH1305137577 Security: 130513757 Symbol: MC0KHZ Life cycle
Secondary market

Bid Price 0.005

Ask Price 0.015

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 16.02.2024
Key Information Document DE 16.02.2024
Key Information Document EN 16.02.2024
Key Information Document FR 16.02.2024
Key Information Document IT 16.02.2024

Price data

  Bid Ask
Price 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

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 31.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date23.02.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -98.41%
Year to date (YTD) n.a.
1 month -87.50%
3 months -97.58%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.63
Underlying price on issue829.50
Premium0.15%
Premium p.a.1.90%
Leverage35.22
Implied volatility0.26

Reference data

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

Key figures

Premium 14.58%
Premium p.a. 190.11%
Leverage 898.75
Implied volatility 26.49%
Moneyness out-of-the-money
Leverage 35.2218
Delta 0.0392
Gamma 0.0000
Theta -0.0010
Rho 0.0003
Vega 0.0021
Fair value 0.01
Intrinsic value n.a.
Break-even 840.82
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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