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ZKB Put Warrant auf
Swisscom AG

ISIN: CH1268380974 Security: 126838097 Symbol: SCMRSZ Life cycle
Secondary market

Bid Price 0.045

Ask Price 0.055

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 11.06.2024 09:40:41

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 04.08.2023
Key Information Document DE 04.08.2023
Key Information Document EN 04.08.2023
Key Information Document FR 04.08.2023
Key Information Document IT 04.08.2023

Price data

  Bid Ask
Price 0.045 0.055
Volume 1'000'000.00 250'000.00
Date/time 11.06.24 09:40 11.06.24 09:44

Current data

Last price paid 0.045
Change +28.57% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 10.06.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date11.08.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -80.77%
Year to date (YTD) -83.33%
1 month -52.63%
3 months -78.57%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.26
Underlying price on issue531.20
Premium0.01%
Premium p.a.0.24%
Leverage47.14
Implied volatility0.13

Reference data

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

Key figures

Premium 1.10%
Premium p.a. 23.59%
Leverage 100.10
Implied volatility 12.56%
Moneyness out-of-the-money
Leverage 47.1385
Delta -0.4709
Gamma 0.0003
Theta -0.0015
Rho -0.0011
Vega 0.0043
Fair value 0.05
Intrinsic value n.a.
Break-even 495.00
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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