Last price paid | 0.02 | |
Change | -20.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 29.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 11.03.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -72.73% |
Year to date (YTD) | n.a. |
1 month | -85.71% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.11 |
Underlying price on issue | 505.10 |
Premium | 0.02% |
Premium p.a. | 0.33% |
Leverage | 52.08 |
Implied volatility | 0.12 |
ISIN | CH1305142510 |
Symbol | SCM7IZ |
Security | 130514251 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Swisscom N, CH0008742519 |
Underlying ISIN | CH0008742519 |
Strike | 510.00 |
C/P type | call |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 100 |
Value day | 04.03.2024 |
Premium | 2.29% |
Premium p.a. | 33.48% |
Leverage | 167.17 |
Implied volatility | 11.74% |
Moneyness | out-of-the-money |
Leverage | 52.0799 |
Delta | 0.3115 |
Gamma | 0.0002 |
Theta | -0.0012 |
Rho | 0.0010 |
Vega | 0.0046 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 513.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Holcim | 79.80 |
GEBERIT N | 555.40 |
ABB Ltd | 49.78 |
SWISSCOM N | 502.00 |
UBS | 28.64 |
Name | Price |
---|---|
Givaudan | 4'194.00 |
Swiss Re | 113.70 |
Partners Group Ho... | 1'197.50 |
NOVARTIS N | 92.80 |
Sika AG | 272.40 |