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ZKB Put Warrant auf
Swisscom AG

ISIN: CH1268380974 Security: 126838097 Symbol: SCMRSZ Life cycle
Secondary market

Bid Price 0.07

Ask Price 0.08

Currency CHF

Exchange SIX Structured Products

Volume 775'000.00

Volume 400'000.00

Date/time (delayed) 15.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 04.08.2023
Key Information Document DE 04.08.2023
Key Information Document EN 04.08.2023
Key Information Document FR 04.08.2023
Key Information Document IT 04.08.2023

Price data

  Bid Ask
Price 0.07 0.08
Volume 775'000.00 400'000.00
Date/time 15.05.24 17:15 15.05.24 17:15

Current data

Last price paid 0.08
Change -15.79% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 13.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date11.08.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -71.15%
Year to date (YTD) -70.37%
1 month -5.88%
3 months -70.37%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.26
Underlying price on issue531.20
Premium0.02%
Premium p.a.0.17%
Leverage28.55
Implied volatility0.13

Reference data

ISIN CH1268380974
Symbol SCMRSZ
Security 126838097
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
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 04.08.2023

Key figures

Premium 2.09%
Premium p.a. 17.32%
Leverage 67.07
Implied volatility 13.41%
Moneyness out-of-the-money
Leverage 28.5547
Delta -0.4258
Gamma 0.0002
Theta -0.0010
Rho -0.0027
Vega 0.0068
Fair value 0.08
Intrinsic value n.a.
Break-even 492.50
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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