Last price paid | 0.11 | |
Change | -21.43% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 02.05.2024 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 | -41.67% |
Year to date (YTD) | n.a. |
1 month | -38.89% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.18 |
Underlying price on issue | 529.50 |
Premium | 0.13% |
Premium p.a. | 0.15% |
Leverage | 12.93 |
Implied volatility | 0.15 |
ISIN | CH1305147956 |
Symbol | SCMKOZ |
Security | 130514795 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | Swisscom N, CH0008742519 |
Underlying ISIN | CH0008742519 |
Strike | 560.00 |
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 | 13.31% |
Premium p.a. | 15.32% |
Leverage | 47.95 |
Implied volatility | 14.52% |
Moneyness | out-of-the-money |
Leverage | 12.9315 |
Delta | 0.2697 |
Gamma | 0.0000 |
Theta | -0.0004 |
Rho | 0.0109 |
Vega | 0.0155 |
Fair value | 0.11 |
Intrinsic value | n.a. |
Break-even | 570.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 532.20 |
SONOVA HLDG N | 297.50 |
Partners Group Ho... | 1'279.00 |
GEBERIT N | 566.20 |
Sika AG | 283.40 |
Name | Price |
---|---|
NOVARTIS N | 93.30 |
Compagnie Financi... | 136.55 |
LOGITECH INT. | 80.60 |
ZURICH INSURANCE | 453.30 |
Swiss Re | 103.70 |