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 |
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 | -77.27% |
Year to date (YTD) | n.a. |
1 month | -28.57% |
3 months | -50.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.11 |
Underlying price on issue | 404.36 |
Premium | 0.29% |
Premium p.a. | 0.78% |
Leverage | 13.65 |
Implied volatility | 0.27 |
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 |
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. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'172.50 |
Alcon AG | 84.68 |
KUEHNE & NAGEL | 254.10 |
ABB Ltd | 46.86 |
Holcim | 79.92 |
Name | Price |
---|---|
ROCHE GS | 263.00 |
Lonza Group | 542.60 |
Nestlé SA | 87.88 |
SWISSCOM N | 548.00 |
Swiss Life Hldg | 697.60 |