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ZKB Put Warrant auf
Microsoft Corp

ISIN: CH1250731812 Security: 125073181 Symbol: MSFLJZ Life cycle
Secondary market

Bid Price 0.001

Ask Price 0.01

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 10.05.2023
Key Information Document DE 10.05.2023
Key Information Document EN 10.05.2023
Key Information Document FR 10.05.2023
Key Information Document IT 10.05.2023

Price data

  Bid Ask
Price 0.001 0.01
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 0.01
Change -33.33% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 06.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date17.05.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -98.75%
Year to date (YTD) -84.62%
1 month n.a.
3 months -66.67%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.44
Underlying price on issue305.92
Premium0.34%
Premium p.a.3.00%
Leverage14.36
Implied volatility0.57

Reference data

ISIN CH1250731812
Symbol MSFLJZ
Security 125073181
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Microsoft Rg, US5949181045
Underlying ISIN US5949181045
Strike 275.00
C/P type put
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 50
Value day 10.05.2023

Key figures

Premium 34.49%
Premium p.a. 299.71%
Leverage 1'384.41
Implied volatility 56.89%
Moneyness out-of-the-money
Leverage 14.3606
Delta -0.0104
Gamma 0.0000
Theta -0.0005
Rho -0.0001
Vega 0.0007
Fair value 0.01
Intrinsic value n.a.
Break-even 274.70
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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