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ZKB Call Warrant auf
Swisscom AG

ISIN: CH1268391708 Security: 126839170 Symbol: SCMHRZ Life cycle
Secondary market

Bid Price 0.005

Ask Price 0.015

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 03.06.2024 05:15:00

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 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 03.06.24 17:15 03.06.24 17:15

Current data

Last price paid 0.015
Change -25.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 03.05.2024 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 -93.75%
Year to date (YTD) -57.14%
1 month -62.50%
3 months -50.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.16
Underlying price on issue550.60
Premium0.20%
Premium p.a.0.64%
Leverage24.25
Implied volatility0.18

Reference data

ISIN CH1268391708
Symbol SCMHRZ
Security 126839170
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Swisscom N, CH0008742519
Underlying ISIN CH0008742519
Strike 600.00
C/P type call
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 20.20%
Premium p.a. 63.56%
Leverage 500.00
Implied volatility 18.38%
Moneyness out-of-the-money
Leverage 24.2496
Delta 0.0485
Gamma 0.0000
Theta -0.0002
Rho 0.0007
Vega 0.0028
Fair value 0.01
Intrinsic value n.a.
Break-even 601.00
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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