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ZKB Call Warrant auf
Swisscom AG

ISIN: CH1268368151 Security: 126836815 Symbol: SCMG3Z Life cycle
Secondary market

Bid Price 0.001

Ask Price 0.01

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 21.05.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 05.06.2023
Key Information Document DE 05.06.2023
Key Information Document EN 05.06.2023
Key Information Document FR 05.06.2023
Key Information Document IT 05.06.2023

Price data

  Bid Ask
Price 0.001 0.01
Volume 1'000'000.00 250'000.00
Date/time 21.05.24 17:15 21.05.24 17:15

Current data

Last price paid 0.01
Change -33.33% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 02.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date12.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -97.61%
Year to date (YTD) -50.00%
1 month n.a.
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.23
Underlying price on issue572.60
Premium0.24%
Premium p.a.2.33%
Leverage25.04
Implied volatility0.34

Reference data

ISIN CH1268368151
Symbol SCMG3Z
Security 126836815
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Swisscom N, CH0008742519
Underlying ISIN CH0008742519
Strike 620.00
C/P type call
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 100
Value day 05.06.2023

Key figures

Premium 24.31%
Premium p.a. 233.49%
Leverage 907.64
Implied volatility 33.78%
Moneyness out-of-the-money
Leverage 25.0385
Delta 0.0276
Gamma 0.0000
Theta -0.0004
Rho 0.0001
Vega 0.0010
Fair value 0.01
Intrinsic value n.a.
Break-even 620.55
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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