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ZKB Call Warrant auf
Microsoft Corp

ISIN: CH1305142247 Security: 130514224 Symbol: MSFQIZ Life cycle
Secondary market

Bid Price 0.17

Ask Price 0.18

Currency CHF

Exchange SIX Structured Products

Volume 300'000.00

Volume 300'000.00

Date/time (delayed) 17.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 04.03.2024
Key Information Document DE 04.03.2024
Key Information Document EN 04.03.2024
Key Information Document FR 04.03.2024
Key Information Document IT 04.03.2024

Price data

  Bid Ask
Price 0.17 0.18
Volume 300'000.00 300'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.18
Change +5.88% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 16.05.2024 17:20

Life cycle

Fixing21.03.2025
Settlement date11.03.2024
Last trading21.03.2025
Final fixing21.03.2025
Currency redemptionCHF

Performance

Perf. since issue -23.91%
Year to date (YTD) n.a.
1 month -18.18%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.23
Underlying price on issue414.01
Premium0.24%
Premium p.a.0.28%
Leverage7.18
Implied volatility0.26

Reference data

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

Key figures

Premium 23.80%
Premium p.a. 27.58%
Leverage 21.77
Implied volatility 25.77%
Moneyness out-of-the-money
Leverage 7.1779
Delta 0.3298
Gamma 0.0000
Theta -0.0007
Rho 0.0093
Vega 0.0128
Fair value 0.18
Intrinsic value n.a.
Break-even 519.27
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

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