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ZKB Put Warrant auf
Microsoft Corp

ISIN: CH1305135266 Security: 130513526 Symbol: MSF63Z Life cycle
Secondary market

Bid Price 0.01

Ask Price 0.02

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 31.01.2024
Key Information Document DE 31.01.2024
Key Information Document EN 31.01.2024
Key Information Document FR 31.01.2024
Key Information Document IT 31.01.2024

Price data

  Bid Ask
Price 0.01 0.02
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 0.02
Change -20.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 15.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date07.02.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -90.00%
Year to date (YTD) n.a.
1 month n.a.
3 months -81.82%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.15
Underlying price on issue400.85
Premium0.10%
Premium p.a.0.85%
Leverage24.80
Implied volatility0.25

Reference data

ISIN CH1305135266
Symbol MSF63Z
Security 130513526
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Microsoft Rg, US5949181045
Underlying ISIN US5949181045
Strike 380.00
C/P type put
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 100
Value day 31.01.2024

Key figures

Premium 9.77%
Premium p.a. 84.92%
Leverage 253.82
Implied volatility 24.53%
Moneyness out-of-the-money
Leverage 24.8015
Delta -0.0977
Gamma 0.0001
Theta -0.0006
Rho -0.0004
Vega 0.0022
Fair value 0.02
Intrinsic value n.a.
Break-even 378.35
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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