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ZKB Put Warrant auf
Microsoft Corp

ISIN: CH1268370413 Security: 126837041 Symbol: MSFSYZ Life cycle
Secondary market

Bid Price 0.005

Ask Price 0.015

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 31.05.2024 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 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 31.05.24 17:15 31.05.24 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 22.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date20.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -96.97%
Year to date (YTD) -91.67%
1 month -71.43%
3 months -75.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.33
Underlying price on issue328.77
Premium0.17%
Premium p.a.2.18%
Leverage19.37
Implied volatility0.42

Reference data

ISIN CH1268370413
Symbol MSFSYZ
Security 126837041
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Microsoft Rg, US5949181045
Underlying ISIN US5949181045
Strike 340.00
C/P type put
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 100
Value day 12.06.2023

Key figures

Premium 16.71%
Premium p.a. 217.87%
Leverage 367.46
Implied volatility 42.50%
Moneyness out-of-the-money
Leverage 19.3655
Delta -0.0527
Gamma 0.0000
Theta -0.0008
Rho -0.0002
Vega 0.0011
Fair value 0.01
Intrinsic value n.a.
Break-even 338.89
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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