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ZKB Call Warrant auf
Swisscom AG

ISIN: CH1268380933 Security: 126838093 Symbol: SCMY7Z Life cycle
Secondary market

Bid Price 0.001

Ask Price 0.01

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 21.05.2024 09:29:45

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 0.001 0.01
Volume 1'000'000.00 250'000.00
Date/time 21.05.24 09:29 21.05.24 09:29

Current data

Last price paid 0.01
Change -33.33% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 15.05.2024 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 -97.80%
Year to date (YTD) -80.00%
1 month -80.00%
3 months -60.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.25
Underlying price on issue531.20
Premium0.10%
Premium p.a.0.95%
Leverage45.63
Implied volatility0.17

Reference data

ISIN CH1268380933
Symbol SCMY7Z
Security 126838093
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Swisscom N, CH0008742519
Underlying ISIN CH0008742519
Strike 550.00
C/P type call
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 100
Value day 04.08.2023

Key figures

Premium 9.89%
Premium p.a. 95.00%
Leverage 910.91
Implied volatility 16.94%
Moneyness out-of-the-money
Leverage 45.6301
Delta 0.0501
Gamma 0.0000
Theta -0.0004
Rho 0.0003
Vega 0.0016
Fair value 0.01
Intrinsic value n.a.
Break-even 550.55
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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