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ZKB Call Warrant auf
Swisscom AG

ISIN: CH1305142510 Security: 130514251 Symbol: SCM7IZ Life cycle
Secondary market

Bid Price 0.04

Ask Price 0.05

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 21.05.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 04.03.2024
Key Information Document DE 04.03.2024
Key Information Document EN 04.03.2024
Key Information Document FR 04.03.2024
Key Information Document IT 04.03.2024

Price data

  Bid Ask
Price 0.04 0.05
Volume 1'000'000.00 250'000.00
Date/time 21.05.24 17:15 21.05.24 17:15

Current data

Last price paid 0.05
Change -23.08% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 21.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date11.03.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -59.09%
Year to date (YTD) n.a.
1 month -75.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.11
Underlying price on issue505.10
Premium0.03%
Premium p.a.0.29%
Leverage36.59
Implied volatility0.13

Reference data

ISIN CH1305142510
Symbol SCM7IZ
Security 130514251
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Swisscom N, CH0008742519
Underlying ISIN CH0008742519
Strike 510.00
C/P type call
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 100
Value day 04.03.2024

Key figures

Premium 3.06%
Premium p.a. 29.44%
Leverage 110.93
Implied volatility 13.26%
Moneyness out-of-the-money
Leverage 36.5884
Delta 0.3298
Gamma 0.0002
Theta -0.0011
Rho 0.0017
Vega 0.0058
Fair value 0.05
Intrinsic value n.a.
Break-even 514.50
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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