Last price paid | 0.16 | |
Change | +23.08% [ +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 | 11.03.2024 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -12.50% |
Year to date (YTD) | n.a. |
1 month | -38.46% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.20 |
Underlying price on issue | 505.10 |
Premium | 0.03% |
Premium p.a. | 0.11% |
Leverage | 15.41 |
Implied volatility | 0.15 |
ISIN | CH1305142338 |
Symbol | SCMUOZ |
Security | 130514233 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Swisscom N, CH0008742519 |
Underlying ISIN | CH0008742519 |
Strike | 500.00 |
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 | 3.50% |
Premium p.a. | 11.01% |
Leverage | 28.57 |
Implied volatility | 14.52% |
Moneyness | at-the-money |
Leverage | 15.4081 |
Delta | 0.5393 |
Gamma | 0.0001 |
Theta | -0.0008 |
Rho | 0.0080 |
Vega | 0.0112 |
Fair value | 0.18 |
Intrinsic value | n.a. |
Break-even | 517.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Holcim | 79.74 |
GEBERIT N | 554.40 |
SWISSCOM N | 501.50 |
ABB Ltd | 49.71 |
UBS | 28.63 |
Name | Price |
---|---|
Givaudan | 4'186.00 |
Partners Group Ho... | 1'192.00 |
Swiss Re | 114.00 |
NOVARTIS N | 92.65 |
SONOVA HLDG N | 283.30 |