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 | +13.46% |
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 | 0.04% |
Premium p.a. | 0.05% |
Leverage | 8.00 |
Implied volatility | 0.16 |
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 | 4.33% |
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. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 112.90 |
ROCHE GS | 230.50 |
SONOVA HLDG N | 289.20 |
ABB Ltd | 49.72 |
Givaudan | 4'227.00 |
Name | Price |
---|---|
Lonza Group | 484.80 |
UBS | 28.00 |
Partners Group Ho... | 1'195.50 |
Swiss Life Hldg | 626.00 |
LOGITECH INT. | 86.34 |