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 |
Fixing | 21.06.2024 |
Settlement date | 19.06.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -60.56% |
Year to date (YTD) | -66.98% |
1 month | -39.66% |
3 months | -30.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.90 |
Underlying price on issue | 834.15 |
Premium | 0.02% |
Premium p.a. | 0.14% |
Leverage | 15.79 |
Implied volatility | 0.20 |
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 |
Premium | 1.58% |
Premium p.a. | 13.73% |
Leverage | 27.23 |
Implied volatility | 20.33% |
Moneyness | in-the-money |
Leverage | 15.7867 |
Delta | -0.5798 |
Gamma | 0.0001 |
Theta | -0.0025 |
Rho | -0.0069 |
Vega | 0.0128 |
Fair value | 0.15 |
Intrinsic value | n.a. |
Break-even | 771.22 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.75 |
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Givaudan | 4'180.00 |
Nestlé SA | 96.62 |
LOGITECH INT. | 82.40 |
Name | Price |
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SONOVA HLDG N | 291.20 |
Partners Group Ho... | 1'258.00 |
KUEHNE & NAGEL | 247.80 |
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GEBERIT N | 561.40 |