Last price paid | 0.13 | |
Change | -18.75% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 17:20 |
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 | -45.65% |
Year to date (YTD) | n.a. |
1 month | -7.14% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.23 |
Underlying price on issue | 414.01 |
Premium | 0.26% |
Premium p.a. | 0.32% |
Leverage | 7.96 |
Implied volatility | 0.25 |
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 | 26.27% |
Premium p.a. | 31.85% |
Leverage | 29.41 |
Implied volatility | 25.24% |
Moneyness | out-of-the-money |
Leverage | 7.9592 |
Delta | 0.2707 |
Gamma | 0.0000 |
Theta | -0.0006 |
Rho | 0.0072 |
Vega | 0.0110 |
Fair value | 0.13 |
Intrinsic value | n.a. |
Break-even | 513.84 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |