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 |
Fixing | 20.09.2024 |
Settlement date | 11.12.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
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. |
Issue price | 0.26 |
Underlying price on issue | 505.40 |
Premium | 0.06% |
Premium p.a. | 0.18% |
Leverage | 18.06 |
Implied volatility | 0.15 |
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 |
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. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Holcim | 79.66 |
GEBERIT N | 556.20 |
ABB Ltd | 49.85 |
SWISSCOM N | 502.00 |
Nestlé SA | 96.26 |
Name | Price |
---|---|
Givaudan | 4'193.00 |
Swiss Re | 113.75 |
Partners Group Ho... | 1'201.50 |
Alcon AG | 80.06 |
NOVARTIS N | 92.92 |