Last price paid | 0.31 | |
Change | -6.06% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 13.05.2024 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 | +12.50% |
Year to date (YTD) | n.a. |
1 month | +14.81% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.28 |
Underlying price on issue | 534.80 |
Premium | 0.03% |
Premium p.a. | 0.04% |
Leverage | 8.87 |
Implied volatility | 0.15 |
ISIN | CH1305148749 |
Symbol | SCMU8Z |
Security | 130514874 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Swisscom N, CH0008742519 |
Underlying ISIN | CH0008742519 |
Strike | 520.00 |
C/P type | put |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 100 |
Value day | 25.03.2024 |
Premium | 2.69% |
Premium p.a. | 4.14% |
Leverage | 15.94 |
Implied volatility | 15.13% |
Moneyness | in-the-money |
Leverage | 8.8659 |
Delta | -0.5563 |
Gamma | 0.0001 |
Theta | -0.0004 |
Rho | -0.0202 |
Vega | 0.0160 |
Fair value | 0.14 |
Intrinsic value | n.a. |
Break-even | 488.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Alcon AG | 79.94 |
SONOVA HLDG N | 285.80 |
LOGITECH INT. | 80.50 |
Compagnie Financi... | 136.40 |
Partners Group Ho... | 1'251.50 |
Name | Price |
---|---|
Lonza Group | 507.40 |
ROCHE GS | 224.60 |
Swiss Re | 103.40 |
Givaudan | 4'066.00 |
SWISSCOM N | 502.00 |