Last price paid | 0.37 | |
Change | +2.78% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.05.2024 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 | +37.50% |
Year to date (YTD) | n.a. |
1 month | +23.33% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.28 |
Underlying price on issue | 534.80 |
Premium | 0.02% |
Premium p.a. | 0.03% |
Leverage | 8.03 |
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 | 1.89% |
Premium p.a. | 3.12% |
Leverage | 12.75 |
Implied volatility | 15.70% |
Moneyness | in-the-money |
Leverage | 8.0275 |
Delta | -0.6297 |
Gamma | 0.0001 |
Theta | -0.0004 |
Rho | -0.0211 |
Vega | 0.0145 |
Fair value | 0.09 |
Intrinsic value | n.a. |
Break-even | 481.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 112.40 |
Givaudan | 4'224.00 |
ROCHE GS | 228.60 |
LOGITECH INT. | 86.82 |
ABB Ltd | 49.52 |
Name | Price |
---|---|
Lonza Group | 487.30 |
Compagnie Financi... | 142.00 |
UBS | 27.98 |
Alcon AG | 80.02 |
KUEHNE & NAGEL | 249.60 |