Last price paid | 0.19 | |
Change | +5.56% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 28.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 04.04.2024 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -35.00% |
Year to date (YTD) | n.a. |
1 month | -42.42% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.30 |
Underlying price on issue | 426.14 |
Premium | 0.05% |
Premium p.a. | 0.15% |
Leverage | 8.80 |
Implied volatility | 0.25 |
ISIN | CH1305149275 |
Symbol | MSF5YZ |
Security | 130514927 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Microsoft Rg, US5949181045 |
Underlying ISIN | US5949181045 |
Strike | 430.00 |
C/P type | put |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 100 |
Value day | 26.03.2024 |
Premium | 5.04% |
Premium p.a. | 15.21% |
Leverage | 20.13 |
Implied volatility | 24.83% |
Moneyness | out-of-the-money |
Leverage | 8.8042 |
Delta | -0.4374 |
Gamma | 0.0001 |
Theta | -0.0007 |
Rho | -0.0047 |
Vega | 0.0088 |
Fair value | 0.20 |
Intrinsic value | n.a. |
Break-even | 408.62 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 112.45 |
Givaudan | 4'231.00 |
ZURICH INSURANCE | 468.50 |
SWISSCOM N | 491.40 |
Nestlé SA | 91.56 |
Name | Price |
---|---|
Lonza Group | 482.90 |
UBS | 27.95 |
Compagnie Financi... | 142.40 |
Partners Group Ho... | 1'195.00 |
Holcim | 79.12 |