Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 06.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 27.09.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -96.15% |
Year to date (YTD) | -62.50% |
1 month | -72.73% |
3 months | -57.14% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.26 |
Underlying price on issue | 550.60 |
Premium | 0.12% |
Premium p.a. | 1.19% |
Leverage | 32.49 |
Implied volatility | 0.23 |
ISIN | CH1268391682 |
Symbol | SCM4BZ |
Security | 126839168 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Swisscom N, CH0008742519 |
Underlying ISIN | CH0008742519 |
Strike | 560.00 |
C/P type | call |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 100 |
Value day | 20.09.2023 |
Premium | 12.42% |
Premium p.a. | 119.34% |
Leverage | 499.00 |
Implied volatility | 22.70% |
Moneyness | out-of-the-money |
Leverage | 32.4884 |
Delta | 0.0651 |
Gamma | 0.0000 |
Theta | -0.0006 |
Rho | 0.0003 |
Vega | 0.0020 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 561.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 48.28 |
LOGITECH INT. | 83.88 |
Alcon AG | 80.64 |
NOVARTIS N | 93.84 |
UBS | 27.63 |
Name | Price |
---|---|
Lonza Group | 507.80 |
SONOVA HLDG N | 281.70 |
Nestlé SA | 95.54 |
Compagnie Financi... | 143.40 |
KUEHNE & NAGEL | 245.50 |