Last price paid | 0.01 | |
Change | -33.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 26.04.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 17.05.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -98.10% |
Year to date (YTD) | -75.00% |
1 month | n.a. |
3 months | -60.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.29 |
Underlying price on issue | 305.92 |
Premium | 0.42% |
Premium p.a. | 4.90% |
Leverage | 11.77 |
Implied volatility | 0.82 |
ISIN | CH1250731820 |
Symbol | MSFJUZ |
Security | 125073182 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Microsoft Rg, US5949181045 |
Underlying ISIN | US5949181045 |
Strike | 250.00 |
C/P type | put |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 50 |
Value day | 10.05.2023 |
Premium | 41.59% |
Premium p.a. | 489.67% |
Leverage | 1'416.36 |
Implied volatility | 81.52% |
Moneyness | out-of-the-money |
Leverage | 11.7734 |
Delta | -0.0083 |
Gamma | 0.0000 |
Theta | -0.0006 |
Rho | -0.0001 |
Vega | 0.0005 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 249.70 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 143.80 |
SWISSCOM N | 491.00 |
ROCHE GS | 229.10 |
KUEHNE & NAGEL | 249.70 |
LOGITECH INT. | 86.86 |
Name | Price |
---|---|
Lonza Group | 497.00 |
Sika AG | 276.90 |
Partners Group Ho... | 1'207.00 |
Alcon AG | 81.22 |
Holcim | 79.56 |