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ZKB Put Warrant auf
Microsoft Corp

ISIN: CH1305133972 Security: 130513397 Symbol: MSFGPZ Life cycle
Secondary market

Bid Price 0.37

Ask Price 0.38

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 31.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 26.01.2024
Key Information Document DE 26.01.2024
Key Information Document EN 26.01.2024
Key Information Document FR 26.01.2024
Key Information Document IT 26.01.2024

Price data

  Bid Ask
Price 0.37 0.38
Volume 150'000.00 150'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

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

Life cycle

Fixing17.01.2025
Settlement date02.02.2024
Last trading17.01.2025
Final fixing17.01.2025
Currency redemptionCHF

Performance

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.

Key figures on issue

Issue price0.50
Underlying price on issue404.41
Premium0.04%
Premium p.a.0.07%
Leverage5.24
Implied volatility0.26

Reference data

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

Key figures

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.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

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