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ZKB Call Warrant auf
Swisscom AG

ISIN: CH1268373565 Security: 126837356 Symbol: SCMREZ 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) 03.06.2024 09:00:35

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 20.06.2023
Key Information Document DE 20.06.2023
Key Information Document EN 20.06.2023
Key Information Document FR 20.06.2023
Key Information Document IT 20.06.2023

Price data

  Bid Ask
Price 0.001 0.01
Volume 1'000'000.00 250'000.00
Date/time 03.06.24 09:00 03.06.24 09:00

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 15.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date27.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -98.17%
Year to date (YTD) -66.67%
1 month -60.00%
3 months -50.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.30
Underlying price on issue558.90
Premium0.17%
Premium p.a.2.44%
Leverage31.89
Implied volatility0.31

Reference data

ISIN CH1268373565
Symbol SCMREZ
Security 126837356
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Swisscom N, CH0008742519
Underlying ISIN CH0008742519
Strike 580.00
C/P type call
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 100
Value day 20.06.2023

Key figures

Premium 16.72%
Premium p.a. 244.07%
Leverage 904.36
Implied volatility 31.46%
Moneyness out-of-the-money
Leverage 31.8935
Delta 0.0353
Gamma 0.0000
Theta -0.0006
Rho 0.0001
Vega 0.0010
Fair value 0.01
Intrinsic value n.a.
Break-even 580.55
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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