Last price paid | 0.30 | |
Change | 0.00% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 28.05.2024 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 | +17.31% |
Year to date (YTD) | n.a. |
1 month | +11.11% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.26 |
Underlying price on issue | 529.50 |
Premium | 0.05% |
Premium p.a. | 0.05% |
Leverage | 7.72 |
Implied volatility | 0.17 |
ISIN | CH1305147980 |
Symbol | SCMOVZ |
Security | 130514798 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | Swisscom N, CH0008742519 |
Underlying ISIN | CH0008742519 |
Strike | 500.00 |
C/P type | put |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 100 |
Value day | 20.03.2024 |
Premium | 4.53% |
Premium p.a. | 5.46% |
Leverage | 16.12 |
Implied volatility | 16.60% |
Moneyness | in-the-money |
Leverage | 7.7160 |
Delta | -0.4785 |
Gamma | 0.0001 |
Theta | -0.0004 |
Rho | -0.0221 |
Vega | 0.0178 |
Fair value | 0.22 |
Intrinsic value | n.a. |
Break-even | 469.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 113.15 |
Givaudan | 4'237.00 |
ABB Ltd | 49.64 |
ZURICH INSURANCE | 469.00 |
SWISSCOM N | 491.80 |
Name | Price |
---|---|
Lonza Group | 486.20 |
UBS | 27.97 |
Partners Group Ho... | 1'193.00 |
Compagnie Financi... | 142.35 |
GEBERIT N | 555.40 |