Last price paid | 0.37 | |
Change | +19.35% [ +0.06 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 17:20 |
Fixing | 17.01.2025 |
Settlement date | 02.02.2024 |
Last trading | 17.01.2025 |
Final fixing | 17.01.2025 |
Currency redemption | CHF |
Perf. since issue | -25.00% |
Year to date (YTD) | n.a. |
1 month | -17.78% |
3 months | -9.76% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.50 |
Underlying price on issue | 404.41 |
Premium | 0.04% |
Premium p.a. | 0.07% |
Leverage | 5.24 |
Implied volatility | 0.26 |
ISIN | CH1305133972 |
Symbol | MSFGPZ |
Security | 130513397 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.01.2025 |
Underlying | Microsoft Rg, US5949181045 |
Underlying ISIN | US5949181045 |
Strike | 430.00 |
C/P type | put |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 100 |
Value day | 26.01.2024 |
Premium | 4.46% |
Premium p.a. | 6.75% |
Leverage | 9.80 |
Implied volatility | 26.08% |
Moneyness | in-the-money |
Leverage | 5.2359 |
Delta | -0.5345 |
Gamma | 0.0001 |
Theta | -0.0004 |
Rho | -0.0097 |
Vega | 0.0115 |
Fair value | 0.16 |
Intrinsic value | n.a. |
Break-even | 388.49 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |