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 |
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 | -92.59% |
Year to date (YTD) | -79.17% |
1 month | n.a. |
3 months | -54.55% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.27 |
Underlying price on issue | 335.12 |
Premium | 0.24% |
Premium p.a. | 0.66% |
Leverage | 11.07 |
Implied volatility | 0.32 |
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 |
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. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
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