Last price paid | 0.065 | |
Change | +18.18% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 02.02.2024 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -40.91% |
Year to date (YTD) | n.a. |
1 month | -13.33% |
3 months | -27.78% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.11 |
Underlying price on issue | 404.36 |
Premium | 0.16% |
Premium p.a. | 0.48% |
Leverage | 13.23 |
Implied volatility | 0.24 |
ISIN | CH1305133717 |
Symbol | MSFU3Z |
Security | 130513371 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Microsoft Rg, US5949181045 |
Underlying ISIN | US5949181045 |
Strike | 490.00 |
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 | 16.10% |
Premium p.a. | 48.17% |
Leverage | 59.99 |
Implied volatility | 24.36% |
Moneyness | out-of-the-money |
Leverage | 13.2284 |
Delta | 0.2205 |
Gamma | 0.0001 |
Theta | -0.0008 |
Rho | 0.0027 |
Vega | 0.0067 |
Fair value | 0.07 |
Intrinsic value | n.a. |
Break-even | 497.14 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SWISSCOM N | 491.80 |
KUEHNE & NAGEL | 251.20 |
Compagnie Financi... | 143.80 |
UBS | 28.31 |
ABB Ltd | 49.60 |
Name | Price |
---|---|
Lonza Group | 495.20 |
Sika AG | 276.10 |
Partners Group Ho... | 1'206.50 |
Alcon AG | 80.86 |
GEBERIT N | 560.60 |