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ZKB Call Warrant auf
Microsoft Corp

ISIN: CH1268387888 Security: 126838788 Symbol: MSFEWZ Life cycle
Secondary market

Bid Price 0.13

Ask Price 0.14

Currency CHF

Exchange SIX Structured Products

Volume 400'000.00

Volume 400'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 11.09.2023
Key Information Document DE 11.09.2023
Key Information Document EN 11.09.2023
Key Information Document FR 11.09.2023
Key Information Document IT 11.09.2023

Price data

  Bid Ask
Price 0.13 0.14
Volume 400'000.00 400'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.14
Change +7.69% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 16.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date18.09.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue +3.85%
Year to date (YTD) +16.67%
1 month -30.00%
3 months -22.22%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.13
Underlying price on issue335.12
Premium0.11%
Premium p.a.0.30%
Leverage10.80
Implied volatility0.24

Reference data

ISIN CH1268387888
Symbol MSFEWZ
Security 126838788
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Microsoft Rg, US5949181045
Underlying ISIN US5949181045
Strike 450.00
C/P type call
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 100
Value day 11.09.2023

Key figures

Premium 10.87%
Premium p.a. 29.82%
Leverage 28.20
Implied volatility 23.72%
Moneyness out-of-the-money
Leverage 10.8040
Delta 0.3831
Gamma 0.0001
Theta -0.0010
Rho 0.0048
Vega 0.0088
Fair value 0.14
Intrinsic value n.a.
Break-even 464.87
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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