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 |
Fixing | 21.03.2025 |
Settlement date | 27.03.2024 |
Last trading | 21.03.2025 |
Final fixing | 21.03.2025 |
Currency redemption | CHF |
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. |
Issue price | 0.33 |
Underlying price on issue | 529.50 |
Premium | 0.04% |
Premium p.a. | 0.06% |
Leverage | 9.13 |
Implied volatility | 0.15 |
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 |
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. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 264.00 |
NOVARTIS N | 96.33 |
LOGITECH INT. | 80.76 |
Givaudan | 4'296.00 |
SONOVA HLDG N | 266.00 |
Name | Price |
---|---|
Swiss Re | 106.05 |
ZURICH INSURANCE | 473.90 |
Alcon AG | 80.32 |
SWISSCOM N | 534.00 |
ROCHE GS | 280.10 |