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ZKB Call Warrant auf
Swisscom AG

ISIN: CH1268391682 Security: 126839168 Symbol: SCM4BZ Life cycle
Secondary market

Bid Price 0.005

Ask Price 0.015

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 20.09.2023
Key Information Document DE 20.09.2023
Key Information Document EN 20.09.2023
Key Information Document FR 20.09.2023
Key Information Document IT 20.09.2023

Price data

  Bid Ask
Price 0.005 0.015
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 0.015
Change -25.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 06.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date27.09.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

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.

Key figures on issue

Issue price0.26
Underlying price on issue550.60
Premium0.12%
Premium p.a.1.19%
Leverage32.49
Implied volatility0.23

Reference data

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

Key figures

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.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

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