Last price paid | n.a. | |
Change | -33.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | n.a. n.a. |
Fixing | 21.06.2024 |
Settlement date | 15.03.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -94.47% |
Year to date (YTD) | n.a. |
1 month | -75.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.19 |
Underlying price on issue | 843.45 |
Premium | 0.35% |
Premium p.a. | 18.16% |
Leverage | 19.37 |
Implied volatility | 1.05 |
ISIN | CH1305143310 |
Symbol | MC0YNZ |
Security | 130514331 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | LVMH, FR0000121014 |
Underlying ISIN | FR0000121014 |
Strike | 960.00 |
C/P type | call |
Subscription ratio | 80.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 80 |
Value day | 08.03.2024 |
Premium | 34.82% |
Premium p.a. | 1815.75% |
Leverage | 808.90 |
Implied volatility | 104.57% |
Moneyness | out-of-the-money |
Leverage | 19.3678 |
Delta | 0.0239 |
Gamma | 0.0000 |
Theta | -0.0044 |
Rho | 0.0000 |
Vega | 0.0007 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 960.88 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 270.60 |
Sika AG | 263.70 |
NOVARTIS N | 98.07 |
Givaudan | 4'221.00 |
SWISSCOM N | 536.00 |
Name | Price |
---|---|
Holcim | 81.34 |
Compagnie Financi... | 133.40 |
Lonza Group | 575.20 |
ABB Ltd | 47.77 |
Partners Group Ho... | 1'169.00 |