Last price paid | 0.24 | |
Change | -25.00% [ -0.08 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 03.04.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +14.71% |
Year to date (YTD) | n.a. |
1 month | +4.35% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.17 |
Underlying price on issue | 534.80 |
Premium | 0.00% |
Premium p.a. | 0.04% |
Leverage | 20.73 |
Implied volatility | 0.15 |
ISIN | CH1305148723 |
Symbol | SCMLIZ |
Security | 130514872 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
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 | 0.30% |
Premium p.a. | 4.36% |
Leverage | 25.74 |
Implied volatility | 14.71% |
Moneyness | in-the-money |
Leverage | 20.7326 |
Delta | -0.8053 |
Gamma | 0.0001 |
Theta | -0.0009 |
Rho | -0.0029 |
Vega | 0.0036 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 500.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Holcim | 79.66 |
GEBERIT N | 555.80 |
SWISSCOM N | 502.50 |
ABB Ltd | 49.81 |
Nestlé SA | 96.26 |
Name | Price |
---|---|
Givaudan | 4'184.00 |
Swiss Re | 113.65 |
Partners Group Ho... | 1'197.50 |
NOVARTIS N | 92.84 |
Alcon AG | 80.12 |