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ZKB Call Warrant auf
Swisscom AG

ISIN: CH1305140407 Security: 130514040 Symbol: SCMCTZ Life cycle
Secondary market

Bid Price 0.04

Ask Price 0.05

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 03.06.2024 01:30:43

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 23.02.2024
Key Information Document DE 23.02.2024
Key Information Document EN 23.02.2024
Key Information Document FR 23.02.2024
Key Information Document IT 23.02.2024

Price data

  Bid Ask
Price 0.04 0.05
Volume 1'000'000.00 250'000.00
Date/time 03.06.24 13:30 03.06.24 13:30

Current data

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

Life cycle

Fixing20.09.2024
Settlement date01.03.2024
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

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.

Key figures on issue

Issue price0.10
Underlying price on issue511.40
Premium0.08%
Premium p.a.0.27%
Leverage23.18
Implied volatility0.14

Reference data

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

Key figures

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.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

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