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 |
Fixing | 20.09.2024 |
Settlement date | 18.09.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
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. |
Issue price | 0.13 |
Underlying price on issue | 335.12 |
Premium | 0.11% |
Premium p.a. | 0.30% |
Leverage | 10.80 |
Implied volatility | 0.24 |
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 |
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. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
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