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ZKB Put Warrant auf
Microsoft Corp

ISIN: CH1305133824 Security: 130513382 Symbol: MSFKOZ Life cycle
Secondary market

Bid Price 0.09

Ask Price 0.10

Currency CHF

Exchange SIX Structured Products

Volume 575'000.00

Volume 300'000.00

Date/time (delayed) 29.05.2024 05:15:01

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 0.09 0.10
Volume 575'000.00 300'000.00
Date/time 29.05.24 17:15 29.05.24 17:15

Current data

Last price paid 0.09
Change -5.26% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 27.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date02.02.2024
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -66.07%
Year to date (YTD) n.a.
1 month -52.63%
3 months -59.09%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.28
Underlying price on issue404.36
Premium0.09%
Premium p.a.0.28%
Leverage10.55
Implied volatility0.26

Reference data

ISIN CH1305133824
Symbol MSFKOZ
Security 130513382
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Microsoft Rg, US5949181045
Underlying ISIN US5949181045
Strike 400.00
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 9.40%
Premium p.a. 28.34%
Leverage 41.29
Implied volatility 25.57%
Moneyness out-of-the-money
Leverage 10.5496
Delta -0.2555
Gamma 0.0001
Theta -0.0006
Rho -0.0029
Vega 0.0072
Fair value 0.10
Intrinsic value n.a.
Break-even 389.59
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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