Inhaltsseite: Home

ZKB Put Warrant auf
Microsoft Corp

ISIN: CH1338498897 Security: 133849889 Symbol: MSFYNZ Life cycle
Secondary market

Bid Price 0.15

Ask Price 0.16

Currency CHF

Exchange SIX Structured Products

Volume 350'000.00

Volume 350'000.00

Date/time (delayed) 28.05.2024 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 0.15 0.16
Volume 350'000.00 350'000.00
Date/time 28.05.24 17:15 28.05.24 17:15

Current data

Last price paid 0.16
Change -5.88% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 22.05.2024 17:20

Life cycle

Fixing21.03.2025
Settlement date14.05.2024
Last trading21.03.2025
Final fixing21.03.2025
Currency redemptionCHF

Performance

Perf. since issue -35.42%
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 price0.24
Underlying price on issue407.92
Premium0.15%
Premium p.a.0.18%
Leverage5.91
Implied volatility0.28

Reference data

ISIN CH1338498897
Symbol MSFYNZ
Security 133849889
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
Underlying Microsoft Rg, US5949181045
Underlying ISIN US5949181045
Strike 380.00
C/P type put
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 15.23%
Premium p.a. 18.29%
Leverage 25.16
Implied volatility 28.10%
Moneyness out-of-the-money
Leverage 5.9134
Delta -0.2350
Gamma 0.0000
Theta -0.0004
Rho -0.0068
Vega 0.0108
Fair value 0.16
Intrinsic value n.a.
Break-even 362.98
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading