Inhaltsseite: Home

ZKB Call Warrant auf
Swisscom AG

ISIN: CH1305142338 Security: 130514233 Symbol: SCMUOZ Life cycle
Secondary market

Bid Price 0.17

Ask Price 0.18

Currency CHF

Exchange SIX Structured Products

Volume 300'000.00

Volume 300'000.00

Date/time (delayed) 03.06.2024 12:58:05

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 04.03.2024
Key Information Document DE 04.03.2024
Key Information Document EN 04.03.2024
Key Information Document FR 04.03.2024
Key Information Document IT 04.03.2024

Price data

  Bid Ask
Price 0.17 0.18
Volume 300'000.00 300'000.00
Date/time 03.06.24 12:58 03.06.24 12:58

Current data

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

Life cycle

Fixing20.09.2024
Settlement date11.03.2024
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

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.

Key figures on issue

Issue price0.20
Underlying price on issue505.10
Premium0.03%
Premium p.a.0.11%
Leverage15.41
Implied volatility0.15

Reference data

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

Key figures

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.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading