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ZKB Call Warrant auf
Microsoft Corp

ISIN: CH1338498830 Security: 133849883 Symbol: MSFG1Z Life cycle
Secondary market

Bid Price 0.09

Ask Price 0.10

Currency CHF

Exchange SIX Structured Products

Volume 575'000.00

Volume 300'000.00

Date/time (delayed) 29.05.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 06.05.2024
Key Information Document DE 06.05.2024
Key Information Document EN 06.05.2024
Key Information Document FR 06.05.2024
Key Information Document IT 06.05.2024

Price data

  Bid Ask
Price 0.09 0.10
Volume 575'000.00 300'000.00
Date/time 29.05.24 17:15 29.05.24 17:15

Current data

Last price paid 0.10
Change -9.09% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 28.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date14.05.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +58.33%
Year to date (YTD) n.a.
1 month n.a.
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.06
Underlying price on issue407.95
Premium0.03%
Premium p.a.0.31%
Leverage22.09
Implied volatility0.20

Reference data

ISIN CH1338498830
Symbol MSFG1Z
Security 133849883
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Microsoft Rg, US5949181045
Underlying ISIN US5949181045
Strike 430.00
C/P type call
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 100
Value day 06.05.2024

Key figures

Premium 2.52%
Premium p.a. 30.62%
Leverage 41.30
Implied volatility 19.69%
Moneyness out-of-the-money
Leverage 22.0923
Delta 0.5350
Gamma 0.0002
Theta -0.0018
Rho 0.0016
Vega 0.0045
Fair value 0.10
Intrinsic value n.a.
Break-even 440.40
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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