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 |
Fixing | 17.01.2025 |
Settlement date | 15.07.2024 |
Last trading | 17.01.2025 |
Final fixing | 17.01.2025 |
Currency redemption | CHF |
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. |
Issue price | 0.31 |
Underlying price on issue | 468.16 |
Premium | 0.01% |
Premium p.a. | 0.02% |
Leverage | 4.62 |
Implied volatility | 0.27 |
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 |
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. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
UBS | 24.72 |
NOVARTIS N | 96.74 |
Holcim | 76.18 |
Sika AG | 248.40 |
Partners Group Ho... | 1'115.50 |
Name | Price |
---|---|
SWISSCOM N | 521.50 |
Givaudan | 4'140.00 |
Nestlé SA | 89.28 |
GEBERIT N | 526.80 |
Compagnie Financi... | 125.35 |