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ZKB Put Warrant auf
Swisscom AG

ISIN: CH1305147980 Security: 130514798 Symbol: SCMOVZ Life cycle
Secondary market

Bid Price 0.29

Ask Price 0.30

Currency CHF

Exchange SIX Structured Products

Volume 200'000.00

Volume 200'000.00

Date/time (delayed) 29.05.2024 01:45:06

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 0.29 0.30
Volume 200'000.00 200'000.00
Date/time 29.05.24 13:45 29.05.24 13:45

Current data

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

Life cycle

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

Performance

Perf. since issue +13.46%
Year to date (YTD) n.a.
1 month +11.11%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.26
Underlying price on issue529.50
Premium0.04%
Premium p.a.0.05%
Leverage8.00
Implied volatility0.16

Reference data

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

Key figures

Premium 4.33%
Premium p.a. 5.22%
Leverage 16.67
Implied volatility 16.04%
Moneyness in-the-money
Leverage 7.9996
Delta -0.4798
Gamma 0.0001
Theta -0.0004
Rho -0.0220
Vega 0.0179
Fair value 0.21
Intrinsic value n.a.
Break-even 470.50
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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