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ZKB Put Warrant auf
Swisscom AG

ISIN: CH1268391757 Security: 126839175 Symbol: SCMWHZ Life cycle
Secondary market

Bid Price 0.24

Ask Price 0.25

Currency CHF

Exchange SIX Structured Products

Volume 200'000.00

Volume 200'000.00

Date/time (delayed) 03.06.2024 01:58:22

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 20.09.2023
Key Information Document DE 20.09.2023
Key Information Document EN 20.09.2023
Key Information Document FR 20.09.2023
Key Information Document IT 20.09.2023

Price data

  Bid Ask
Price 0.24 0.25
Volume 200'000.00 200'000.00
Date/time 03.06.24 13:58 03.06.24 13:58

Current data

Last price paid 0.28
Change -17.65% [ -0.06 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date27.09.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -8.93%
Year to date (YTD) -36.36%
1 month -3.45%
3 months -31.71%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.28
Underlying price on issue550.60
Premium0.02%
Premium p.a.0.05%
Leverage12.27
Implied volatility0.15

Reference data

ISIN CH1268391757
Symbol SCMWHZ
Security 126839175
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Swisscom N, CH0008742519
Underlying ISIN CH0008742519
Strike 520.00
C/P type put
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 100
Value day 20.09.2023

Key figures

Premium 1.59%
Premium p.a. 5.01%
Leverage 19.71
Implied volatility 14.77%
Moneyness in-the-money
Leverage 12.2652
Delta -0.6224
Gamma 0.0001
Theta -0.0005
Rho -0.0108
Vega 0.0108
Fair value 0.08
Intrinsic value n.a.
Break-even 494.50
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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