Last price paid | 0.09 | |
Change | -25.00% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 02.05.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 03.04.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -52.78% |
Year to date (YTD) | n.a. |
1 month | -50.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.18 |
Underlying price on issue | 534.80 |
Premium | 0.11% |
Premium p.a. | 0.17% |
Leverage | 15.54 |
Implied volatility | 0.14 |
ISIN | CH1305148699 |
Symbol | SCMBAZ |
Security | 130514869 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
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 | 25.03.2024 |
Premium | 10.92% |
Premium p.a. | 16.89% |
Leverage | 59.24 |
Implied volatility | 13.98% |
Moneyness | out-of-the-money |
Leverage | 15.5423 |
Delta | 0.2624 |
Gamma | 0.0001 |
Theta | -0.0004 |
Rho | 0.0080 |
Vega | 0.0132 |
Fair value | 0.09 |
Intrinsic value | n.a. |
Break-even | 558.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 532.20 |
SONOVA HLDG N | 297.50 |
Partners Group Ho... | 1'279.00 |
GEBERIT N | 566.20 |
Sika AG | 283.40 |
Name | Price |
---|---|
NOVARTIS N | 93.30 |
Compagnie Financi... | 136.55 |
LOGITECH INT. | 80.60 |
ZURICH INSURANCE | 453.30 |
Swiss Re | 103.70 |