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ZKB Put Warrant auf
Microsoft Corp

ISIN: CH1305133774 Security: 130513377 Symbol: MSFVQZ Life cycle
Secondary market

Bid Price 0.03

Ask Price 0.04

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 17.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 26.01.2024
Key Information Document DE 26.01.2024
Key Information Document EN 26.01.2024
Key Information Document FR 26.01.2024
Key Information Document IT 26.01.2024

Price data

  Bid Ask
Price 0.03 0.04
Volume 1'000'000.00 250'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.035
Change -12.50% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 16.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date02.02.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -84.09%
Year to date (YTD) n.a.
1 month -70.83%
3 months -79.41%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.22
Underlying price on issue404.36
Premium0.06%
Premium p.a.0.48%
Leverage23.74
Implied volatility0.21

Reference data

ISIN CH1305133774
Symbol MSFVQZ
Security 130513377
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Microsoft Rg, US5949181045
Underlying ISIN US5949181045
Strike 400.00
C/P type put
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 100
Value day 26.01.2024

Key figures

Premium 5.52%
Premium p.a. 47.99%
Leverage 108.77
Implied volatility 21.05%
Moneyness out-of-the-money
Leverage 23.7393
Delta -0.2183
Gamma 0.0001
Theta -0.0008
Rho -0.0010
Vega 0.0038
Fair value 0.04
Intrinsic value n.a.
Break-even 396.14
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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