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 |
Fixing | 20.09.2024 |
Settlement date | 27.09.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
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. |
Issue price | 0.16 |
Underlying price on issue | 550.60 |
Premium | 0.20% |
Premium p.a. | 0.64% |
Leverage | 24.25 |
Implied volatility | 0.18 |
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 |
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. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Nestlé SA | 96.46 |
ABB Ltd | 49.79 |
ROCHE GS | 232.10 |
SWISSCOM N | 500.00 |
GEBERIT N | 552.20 |
Name | Price |
---|---|
LOGITECH INT. | 87.38 |
Swiss Re | 113.55 |
Sika AG | 270.90 |
SONOVA HLDG N | 283.00 |
Givaudan | 4'214.00 |