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ZKB Call Warrant auf
Moët Hennessy Louis Vuitton SE

ISIN: CH1268369654 Security: 126836965 Symbol: MC0BYZ Life cycle
Secondary market

Bid Price 0.015

Ask Price 0.025

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 17.05.2024 05:15:00

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 0.015 0.025
Volume 1'000'000.00 250'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.025
Change -16.67% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 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 -97.44%
Year to date (YTD) -82.14%
1 month -79.17%
3 months -90.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.78
Underlying price on issue834.15
Premium0.15%
Premium p.a.1.31%
Leverage28.81
Implied volatility0.25

Reference data

ISIN CH1268369654
Symbol MC0BYZ
Security 126836965
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying LVMH, FR0000121014
Underlying ISIN FR0000121014
Strike 900.00
C/P type call
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 15.12%
Premium p.a. 131.40%
Leverage 483.04
Implied volatility 24.75%
Moneyness out-of-the-money
Leverage 28.8129
Delta 0.0596
Gamma 0.0000
Theta -0.0012
Rho 0.0006
Vega 0.0039
Fair value 0.02
Intrinsic value n.a.
Break-even 901.62
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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