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 |
Fixing | 21.06.2024 |
Settlement date | 02.02.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
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. |
Issue price | 0.22 |
Underlying price on issue | 404.36 |
Premium | 0.06% |
Premium p.a. | 0.48% |
Leverage | 23.74 |
Implied volatility | 0.21 |
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 |
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. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
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