Last price paid | 0.075 | |
Change | +15.38% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 19.09.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 03.04.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -75.00% |
Year to date (YTD) | n.a. |
1 month | -42.31% |
3 months | -76.56% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.28 |
Underlying price on issue | 534.80 |
Premium | 0.06% |
Premium p.a. | 0.21% |
Leverage | 19.14 |
Implied volatility | 0.16 |
ISIN | CH1305148749 |
Symbol | SCMU8Z |
Security | 130514874 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Swisscom N, CH0008742519 |
Underlying ISIN | CH0008742519 |
Strike | 520.00 |
C/P type | put |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 100 |
Value day | 25.03.2024 |
Premium | 6.30% |
Premium p.a. | 21.30% |
Leverage | 78.21 |
Implied volatility | 15.57% |
Moneyness | out-of-the-money |
Leverage | 19.1425 |
Delta | -0.2447 |
Gamma | 0.0001 |
Theta | -0.0006 |
Rho | -0.0042 |
Vega | 0.0093 |
Fair value | 0.07 |
Intrinsic value | n.a. |
Break-even | 513.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SWISSCOM N | 547.50 |
Givaudan | 4'506.00 |
ROCHE GS | 269.20 |
NOVARTIS N | 99.03 |
Swiss Re | 116.30 |
Name | Price |
---|---|
KUEHNE & NAGEL | 231.80 |
Nestlé SA | 82.04 |
Compagnie Financi... | 114.55 |
Sika AG | 268.90 |
Lonza Group | 531.20 |