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ZKB Call Warrant auf
Swisscom AG

ISIN: CH1305148699 Security: 130514869 Symbol: SCMBAZ Life cycle
Secondary market

Bid Price 0.08

Ask Price 0.09

Currency CHF

Exchange SIX Structured Products

Volume 625'000.00

Volume 325'000.00

Date/time (delayed) 15.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 25.03.2024
Key Information Document DE 25.03.2024
Key Information Document EN 25.03.2024
Key Information Document FR 25.03.2024
Key Information Document IT 25.03.2024

Price data

  Bid Ask
Price 0.08 0.09
Volume 625'000.00 325'000.00
Date/time 15.05.24 17:15 15.05.24 17:15

Current data

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

Life cycle

Fixing20.12.2024
Settlement date03.04.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

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.

Key figures on issue

Issue price0.18
Underlying price on issue534.80
Premium0.11%
Premium p.a.0.17%
Leverage15.54
Implied volatility0.14

Reference data

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

Key figures

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.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

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