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ZKB Put Warrant auf
Microsoft Corp

ISIN: CH1268374480 Security: 126837448 Symbol: MSFI3Z 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 20.06.2023
Key Information Document DE 20.06.2023
Key Information Document EN 20.06.2023
Key Information Document FR 20.06.2023
Key Information Document IT 20.06.2023

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 24.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date27.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -97.37%
Year to date (YTD) -92.86%
1 month -75.00%
3 months -80.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.38
Underlying price on issue339.61
Premium0.14%
Premium p.a.1.86%
Leverage21.90
Implied volatility0.37

Reference data

ISIN CH1268374480
Symbol MSFI3Z
Security 126837448
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Microsoft Rg, US5949181045
Underlying ISIN US5949181045
Strike 350.00
C/P type put
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 100
Value day 20.06.2023

Key figures

Premium 14.26%
Premium p.a. 185.84%
Leverage 367.46
Implied volatility 37.05%
Moneyness out-of-the-money
Leverage 21.8995
Delta -0.0596
Gamma 0.0000
Theta -0.0008
Rho -0.0002
Vega 0.0012
Fair value 0.01
Intrinsic value n.a.
Break-even 348.89
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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