Last price paid | 0.12 | |
Change | +9.09% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 27.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 11.08.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -55.77% |
Year to date (YTD) | -55.56% |
1 month | +9.09% |
3 months | -36.84% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.26 |
Underlying price on issue | 531.20 |
Premium | 0.01% |
Premium p.a. | 0.09% |
Leverage | 27.85 |
Implied volatility | 0.13 |
ISIN | CH1268380974 |
Symbol | SCMRSZ |
Security | 126838097 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Swisscom N, CH0008742519 |
Underlying ISIN | CH0008742519 |
Strike | 500.00 |
C/P type | put |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 100 |
Value day | 04.08.2023 |
Premium | 0.71% |
Premium p.a. | 8.66% |
Leverage | 42.78 |
Implied volatility | 12.70% |
Moneyness | in-the-money |
Leverage | 27.8514 |
Delta | -0.6510 |
Gamma | 0.0002 |
Theta | -0.0010 |
Rho | -0.0027 |
Vega | 0.0052 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 488.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 483.70 |
Partners Group Ho... | 1'194.50 |
UBS | 28.03 |
GEBERIT N | 556.20 |
Holcim | 79.18 |