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ZKB Call Warrant auf
Swisscom AG

ISIN: CH1305147931 Security: 130514793 Symbol: SCM5XZ Life cycle
Secondary market

Bid Price 0.37

Ask Price 0.38

Currency CHF

Exchange SIX Structured Products

Volume 175'000.00

Volume 175'000.00

Date/time (delayed) 22.07.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 20.03.2024
Key Information Document DE 20.03.2024
Key Information Document EN 20.03.2024
Key Information Document FR 20.03.2024
Key Information Document IT 20.03.2024

Price data

  Bid Ask
Price 0.37 0.38
Volume 175'000.00 175'000.00
Date/time 22.07.24 17:15 22.07.24 17:15

Current data

Last price paid 0.37
Change +2.78% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 22.07.2024 17:20

Life cycle

Fixing21.03.2025
Settlement date27.03.2024
Last trading21.03.2025
Final fixing21.03.2025
Currency redemptionCHF

Performance

Perf. since issue +13.64%
Year to date (YTD) n.a.
1 month +85.00%
3 months +2.78%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.33
Underlying price on issue529.50
Premium0.04%
Premium p.a.0.06%
Leverage9.13
Implied volatility0.15

Reference data

ISIN CH1305147931
Symbol SCM5XZ
Security 130514793
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
Underlying Swisscom N, CH0008742519
Underlying ISIN CH0008742519
Strike 520.00
C/P type call
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 100
Value day 20.03.2024

Key figures

Premium 4.30%
Premium p.a. 6.31%
Leverage 14.25
Implied volatility 15.32%
Moneyness in-the-money
Leverage 9.1311
Delta 0.6406
Gamma 0.0001
Theta -0.0006
Rho 0.0208
Vega 0.0165
Fair value 0.23
Intrinsic value n.a.
Break-even 557.50
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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