Last price paid | 0.27 | |
Change | -58.46% [ -0.38 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 17.05.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +6.00% |
Year to date (YTD) | -22.86% |
1 month | -3.57% |
3 months | -50.91% |
1 year | -28.95% |
3 years | n.a. |
Issue price | 0.25 |
Underlying price on issue | 305.92 |
Premium | 0.02% |
Premium p.a. | 0.26% |
Leverage | 17.79 |
Implied volatility | 0.22 |
ISIN | CH1250731804 |
Symbol | MSFAYZ |
Security | 125073180 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Microsoft Rg, US5949181045 |
Underlying ISIN | US5949181045 |
Strike | 400.00 |
C/P type | call |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 50 |
Value day | 10.05.2023 |
Premium | 1.98% |
Premium p.a. | 25.79% |
Leverage | 27.72 |
Implied volatility | 22.38% |
Moneyness | in-the-money |
Leverage | 17.7891 |
Delta | 0.6418 |
Gamma | 0.0003 |
Theta | -0.0037 |
Rho | 0.0034 |
Vega | 0.0076 |
Fair value | 0.15 |
Intrinsic value | n.a. |
Break-even | 414.67 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |