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ZKB Put Warrant auf
Swisscom AG

ISIN: CH1281046628 Security: 128104662 Symbol: SCMELZ Life cycle
Secondary market

Bid Price 0.07

Ask Price 0.08

Currency CHF

Exchange SIX Structured Products

Volume 725'000.00

Volume 375'000.00

Date/time (delayed) 03.06.2024 02:28:23

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 04.12.2023
Key Information Document DE 04.12.2023
Key Information Document EN 04.12.2023
Key Information Document FR 04.12.2023
Key Information Document IT 04.12.2023

Price data

  Bid Ask
Price 0.07 0.08
Volume 725'000.00 375'000.00
Date/time 03.06.24 14:28 03.06.24 14:28

Current data

Last price paid 0.085
Change -22.73% [ -0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date11.12.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -71.15%
Year to date (YTD) -61.36%
1 month -22.73%
3 months -52.78%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.26
Underlying price on issue505.40
Premium0.06%
Premium p.a.0.18%
Leverage18.06
Implied volatility0.15

Reference data

ISIN CH1281046628
Symbol SCMELZ
Security 128104662
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Swisscom N, CH0008742519
Underlying ISIN CH0008742519
Strike 480.00
C/P type put
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 100
Value day 04.12.2023

Key figures

Premium 5.88%
Premium p.a. 18.49%
Leverage 66.93
Implied volatility 15.39%
Moneyness out-of-the-money
Leverage 18.0614
Delta -0.2698
Gamma 0.0001
Theta -0.0006
Rho -0.0045
Vega 0.0093
Fair value 0.08
Intrinsic value n.a.
Break-even 472.50
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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