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 |
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 | -80.77% |
Year to date (YTD) | -83.33% |
1 month | -52.63% |
3 months | -78.57% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.26 |
Underlying price on issue | 531.20 |
Premium | 0.01% |
Premium p.a. | 0.24% |
Leverage | 47.14 |
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 | 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. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 289.50 |
Partners Group Ho... | 1'167.50 |
NOVARTIS N | 94.89 |
Sika AG | 271.80 |
Swiss Re | 112.90 |
Name | Price |
---|---|
KUEHNE & NAGEL | 262.50 |
Lonza Group | 496.00 |
SWISSCOM N | 500.00 |
Nestlé SA | 95.22 |
ABB Ltd | 50.30 |