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 |
Fixing | 21.06.2024 |
Settlement date | 11.08.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
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. |
Issue price | 0.25 |
Underlying price on issue | 531.20 |
Premium | 0.10% |
Premium p.a. | 0.95% |
Leverage | 45.63 |
Implied volatility | 0.17 |
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 |
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. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
LOGITECH INT. | 83.92 |
ABB Ltd | 48.24 |
Alcon AG | 80.78 |
NOVARTIS N | 93.77 |
Sika AG | 282.80 |
Name | Price |
---|---|
Lonza Group | 511.20 |
SONOVA HLDG N | 281.40 |
Nestlé SA | 95.28 |
Compagnie Financi... | 143.15 |
KUEHNE & NAGEL | 245.10 |