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ZKB Put Warrant auf
Microsoft Corp

ISIN: CH1305149275 Security: 130514927 Symbol: MSF5YZ Life cycle
Secondary market

Bid Price 0.26

Ask Price 0.27

Currency CHF

Exchange SIX Structured Products

Volume 200'000.00

Volume 200'000.00

Date/time (delayed) 15.05.2024 11:10:45

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 26.03.2024
Key Information Document DE 26.03.2024
Key Information Document EN 26.03.2024
Key Information Document FR 26.03.2024
Key Information Document IT 26.03.2024

Price data

  Bid Ask
Price 0.26 0.27
Volume 200'000.00 200'000.00
Date/time 15.05.24 11:10 15.05.24 11:10

Current data

Last price paid 0.27
Change -3.57% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 14.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date04.04.2024
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -11.67%
Year to date (YTD) n.a.
1 month -6.90%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.30
Underlying price on issue426.14
Premium0.04%
Premium p.a.0.10%
Leverage7.50
Implied volatility0.25

Reference data

ISIN CH1305149275
Symbol MSF5YZ
Security 130514927
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Microsoft Rg, US5949181045
Underlying ISIN US5949181045
Strike 430.00
C/P type put
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 100
Value day 26.03.2024

Key figures

Premium 3.80%
Premium p.a. 10.29%
Leverage 14.22
Implied volatility 24.81%
Moneyness in-the-money
Leverage 7.5022
Delta -0.5275
Gamma 0.0001
Theta -0.0006
Rho -0.0059
Vega 0.0090
Fair value 0.14
Intrinsic value n.a.
Break-even 400.71
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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