Last price paid | 0.01 | |
Change | -33.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 06.05.2024 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 | -98.75% |
Year to date (YTD) | -84.62% |
1 month | n.a. |
3 months | -66.67% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.44 |
Underlying price on issue | 305.92 |
Premium | 0.36% |
Premium p.a. | 4.22% |
Leverage | 13.90 |
Implied volatility | 0.69 |
ISIN | CH1250731812 |
Symbol | MSFLJZ |
Security | 125073181 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Microsoft Rg, US5949181045 |
Underlying ISIN | US5949181045 |
Strike | 275.00 |
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 | 35.85% |
Premium p.a. | 422.09% |
Leverage | 1'418.00 |
Implied volatility | 68.69% |
Moneyness | out-of-the-money |
Leverage | 13.8991 |
Delta | -0.0098 |
Gamma | 0.0000 |
Theta | -0.0006 |
Rho | -0.0001 |
Vega | 0.0006 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 274.70 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 111.85 |
SWISSCOM N | 491.00 |
LOGITECH INT. | 86.74 |
ZURICH INSURANCE | 467.50 |
SONOVA HLDG N | 287.50 |
Name | Price |
---|---|
UBS | 27.98 |
Lonza Group | 489.60 |
GEBERIT N | 555.40 |
Swiss Life Hldg | 625.40 |
Sika AG | 274.00 |