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ZKB Put Warrant auf
Swisscom AG

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

Bid Price 0.11

Ask Price 0.12

Currency CHF

Exchange SIX Structured Products

Volume 475'000.00

Volume 475'000.00

Date/time (delayed) 29.05.2024 10:02:15

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 0.11 0.12
Volume 475'000.00 475'000.00
Date/time 29.05.24 10:02 29.05.24 10:02

Current data

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

Life cycle

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

Performance

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.

Key figures on issue

Issue price0.26
Underlying price on issue531.20
Premium0.01%
Premium p.a.0.10%
Leverage27.02
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 0.83%
Premium p.a. 10.13%
Leverage 42.83
Implied volatility 13.43%
Moneyness in-the-money
Leverage 27.0212
Delta -0.6308
Gamma 0.0002
Theta -0.0011
Rho -0.0027
Vega 0.0053
Fair value 0.04
Intrinsic value n.a.
Break-even 488.50
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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