Last price paid | 0.31 | |
Change | +3.33% [ +0.01 ] | |
Last traded volume | 6'000.00 Unit | |
Cumulative volume | 6'000.00 Unit | |
Date/time | 08.07.2024 09:15 |
Fixing | 21.03.2025 |
Settlement date | 11.03.2024 |
Last trading | 21.03.2025 |
Final fixing | 21.03.2025 |
Currency redemption | CHF |
Perf. since issue | +36.96% |
Year to date (YTD) | n.a. |
1 month | +100.00% |
3 months | +30.43% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.23 |
Underlying price on issue | 414.01 |
Premium | 0.14% |
Premium p.a. | 0.20% |
Leverage | 6.45 |
Implied volatility | 0.27 |
ISIN | CH1305142247 |
Symbol | MSFQIZ |
Security | 130514224 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | Microsoft Rg, US5949181045 |
Underlying ISIN | US5949181045 |
Strike | 500.00 |
C/P type | call |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 100 |
Value day | 04.03.2024 |
Premium | 14.47% |
Premium p.a. | 20.08% |
Leverage | 13.28 |
Implied volatility | 26.52% |
Moneyness | out-of-the-money |
Leverage | 6.4475 |
Delta | 0.4856 |
Gamma | 0.0000 |
Theta | -0.0009 |
Rho | 0.0124 |
Vega | 0.0141 |
Fair value | 0.32 |
Intrinsic value | n.a. |
Break-even | 535.21 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Life Hldg | 671.20 |
Swiss Re | 109.00 |
Holcim | 81.34 |
Givaudan | 4'300.00 |
Alcon AG | 80.64 |
Name | Price |
---|---|
KUEHNE & NAGEL | 258.30 |
Compagnie Financi... | 138.60 |
Partners Group Ho... | 1'208.00 |
LOGITECH INT. | 84.10 |
SONOVA HLDG N | 275.30 |