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ZKB Put Warrant auf 2024-17.01.2025 Microsoft Corp
Microsoft Corp

ISIN: CH1338516300 Security: 133851630 Symbol: MSFZAZ Life cycle
Secondary market

Bid Price 0.58

Ask Price 0.59

Currency CHF

Exchange SIX Structured Products

Volume 100'000.00

Volume 100'000.00

Date/time (delayed) 07.08.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 08.07.2024
Key Information Document DE 08.07.2024
Key Information Document EN 08.07.2024

Price data

  Bid Ask
Price 0.58 0.59
Volume 100'000.00 100'000.00
Date/time 07.08.24 17:15 07.08.24 17:15

Current data

Last price paid 0.59
Change -4.84% [ -0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 07.08.2024 17:20

Life cycle

Fixing17.01.2025
Settlement date15.07.2024
Last trading17.01.2025
Final fixing17.01.2025
Currency redemptionCHF

Performance

Perf. since issue +88.71%
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 price0.31
Underlying price on issue468.16
Premium0.01%
Premium p.a.0.02%
Leverage4.62
Implied volatility0.27

Reference data

ISIN CH1338516300
Symbol MSFZAZ
Security 133851630
Exchange SIX Structured Products
Currency CHF
Expiry 27.01.2025
Underlying Microsoft Rg, US5949181045
Underlying ISIN US5949181045
Strike 470.00
C/P type put
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 100
Value day 08.07.2024

Key figures

Premium 1.14%
Premium p.a. 2.41%
Leverage 6.02
Implied volatility 26.70%
Moneyness in-the-money
Leverage 4.6222
Delta -0.7684
Gamma 0.0001
Theta -0.0003
Rho -0.0074
Vega 0.0069
Fair value 0.04
Intrinsic value n.a.
Break-even 402.34
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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