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ZKB Call Warrant auf
Swisscom AG

ISIN: CH1338499614 Security: 133849961 Symbol: SCM33Z Life cycle
Secondary market

Bid Price 0.055

Ask Price 0.065

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 500'000.00

Date/time (delayed) 31.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 06.05.2024
Key Information Document DE 06.05.2024
Key Information Document EN 06.05.2024
Key Information Document FR 06.05.2024
Key Information Document IT 06.05.2024

Price data

  Bid Ask
Price 0.055 0.065
Volume 1'000'000.00 500'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.055
Change +57.14% [ +0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date14.05.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -50.00%
Year to date (YTD) n.a.
1 month n.a.
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.12
Underlying price on issue497.50
Premium0.01%
Premium p.a.0.19%
Leverage40.74
Implied volatility0.11

Reference data

ISIN CH1338499614
Symbol SCM33Z
Security 133849961
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Swisscom N, CH0008742519
Underlying ISIN CH0008742519
Strike 500.00
C/P type call
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 100
Value day 06.05.2024

Key figures

Premium 1.44%
Premium p.a. 18.82%
Leverage 83.13
Implied volatility 11.46%
Moneyness out-of-the-money
Leverage 40.7355
Delta 0.4900
Gamma 0.0002
Theta -0.0012
Rho 0.0018
Vega 0.0055
Fair value 0.06
Intrinsic value n.a.
Break-even 506.00
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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