Last price paid | 0.035 | |
Change | -12.50% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 29.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 01.03.2024 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -55.00% |
Year to date (YTD) | n.a. |
1 month | -65.00% |
3 months | -50.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.10 |
Underlying price on issue | 511.40 |
Premium | 0.08% |
Premium p.a. | 0.27% |
Leverage | 23.18 |
Implied volatility | 0.14 |
ISIN | CH1305140407 |
Symbol | SCMCTZ |
Security | 130514040 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Swisscom N, CH0008742519 |
Underlying ISIN | CH0008742519 |
Strike | 540.00 |
C/P type | call |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 100 |
Value day | 23.02.2024 |
Premium | 8.47% |
Premium p.a. | 26.64% |
Leverage | 111.56 |
Implied volatility | 14.13% |
Moneyness | out-of-the-money |
Leverage | 23.1750 |
Delta | 0.2077 |
Gamma | 0.0001 |
Theta | -0.0005 |
Rho | 0.0032 |
Vega | 0.0081 |
Fair value | 0.05 |
Intrinsic value | n.a. |
Break-even | 544.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Holcim | 79.56 |
GEBERIT N | 555.80 |
SWISSCOM N | 502.50 |
ABB Ltd | 49.74 |
Nestlé SA | 96.18 |
Name | Price |
---|---|
Givaudan | 4'185.00 |
Swiss Re | 113.75 |
Partners Group Ho... | 1'198.00 |
Alcon AG | 80.04 |
NOVARTIS N | 92.91 |