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ZKB Put Warrant auf
Moët Hennessy Louis Vuitton SE

ISIN: CH1268369639 Security: 126836963 Symbol: MC06RZ Life cycle
Secondary market

Bid Price 0.37

Ask Price 0.38

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 17.05.2024 01:47:24

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 12.06.2023
Key Information Document DE 12.06.2023
Key Information Document EN 12.06.2023
Key Information Document FR 12.06.2023
Key Information Document IT 12.06.2023

Price data

  Bid Ask
Price 0.37 0.38
Volume 150'000.00 150'000.00
Date/time 17.05.24 13:47 17.05.24 13:47

Current data

Last price paid 0.35
Change -5.41% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 15.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date19.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -59.44%
Year to date (YTD) -66.98%
1 month -39.66%
3 months -30.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.90
Underlying price on issue834.15
Premium0.02%
Premium p.a.0.15%
Leverage15.09
Implied volatility0.21

Reference data

ISIN CH1268369639
Symbol MC06RZ
Security 126836963
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying LVMH, FR0000121014
Underlying ISIN FR0000121014
Strike 800.00
C/P type put
Subscription ratio 80.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 80
Value day 12.06.2023

Key figures

Premium 1.76%
Premium p.a. 15.33%
Leverage 26.46
Implied volatility 21.48%
Moneyness in-the-money
Leverage 15.0857
Delta -0.5700
Gamma 0.0001
Theta -0.0027
Rho -0.0068
Vega 0.0129
Fair value 0.17
Intrinsic value n.a.
Break-even 770.37
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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