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ZKB Put Warrant auf
Microsoft Corp

ISIN: CH1268387904 Security: 126838790 Symbol: MSFY0Z Life cycle
Secondary market

Bid Price 0.015

Ask Price 0.025

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

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 0.015 0.025
Volume 1'000'000.00 250'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.025
Change -16.67% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 14.05.2024 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 -92.59%
Year to date (YTD) -79.17%
1 month n.a.
3 months -54.55%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.27
Underlying price on issue335.12
Premium0.24%
Premium p.a.0.66%
Leverage11.07
Implied volatility0.32

Reference data

ISIN CH1268387904
Symbol MSFY0Z
Security 126838790
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Microsoft Rg, US5949181045
Underlying ISIN US5949181045
Strike 320.00
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 24.21%
Premium p.a. 66.43%
Leverage 190.36
Implied volatility 32.20%
Moneyness out-of-the-money
Leverage 11.0663
Delta -0.0581
Gamma 0.0000
Theta -0.0003
Rho -0.0007
Vega 0.0027
Fair value 0.02
Intrinsic value n.a.
Break-even 317.80
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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