Inhaltsseite: Home

ZKB Put Warrant auf
Microsoft Corp

ISIN: CH1268387912 Security: 126838791 Symbol: MSFMCZ Life cycle
Secondary market

Bid Price 0.045

Ask Price 0.055

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 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 0.045 0.055
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 0.045
Change +50.00% [ +0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 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 -87.50%
Year to date (YTD) -75.00%
1 month -40.00%
3 months -50.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.40
Underlying price on issue335.12
Premium0.15%
Premium p.a.0.47%
Leverage10.66
Implied volatility0.30

Reference data

ISIN CH1268387912
Symbol MSFMCZ
Security 126838791
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
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 11.09.2023

Key figures

Premium 15.34%
Premium p.a. 47.06%
Leverage 73.49
Implied volatility 29.63%
Moneyness out-of-the-money
Leverage 10.6562
Delta -0.1450
Gamma 0.0000
Theta -0.0005
Rho -0.0016
Vega 0.0048
Fair value 0.05
Intrinsic value n.a.
Break-even 344.46
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading