Inhaltsseite: Home

ZKB Call Warrant auf
Microsoft Corp

ISIN: CH1305133725 Security: 130513372 Symbol: MSF7WZ Life cycle
Secondary market

Bid Price 0.02

Ask Price 0.03

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 12.09.2024 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 0.02 0.03
Volume 1'000'000.00 250'000.00
Date/time 12.09.24 17:15 12.09.24 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 06.09.2024 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 -77.27%
Year to date (YTD) n.a.
1 month -28.57%
3 months -50.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.11
Underlying price on issue404.36
Premium0.29%
Premium p.a.0.78%
Leverage13.65
Implied volatility0.27

Reference data

ISIN CH1305133725
Symbol MSF7WZ
Security 130513372
Exchange SIX Structured Products
Currency CHF
Expiry 27.01.2025
Underlying Microsoft Rg, US5949181045
Underlying ISIN US5949181045
Strike 540.00
C/P type call
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 29.14%
Premium p.a. 77.63%
Leverage 143.44
Implied volatility 27.31%
Moneyness out-of-the-money
Leverage 13.6519
Delta 0.0952
Gamma 0.0000
Theta -0.0004
Rho 0.0012
Vega 0.0037
Fair value 0.03
Intrinsic value n.a.
Break-even 542.93
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading