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ZKB Put Warrant auf
Swisscom AG

ISIN: CH1305148749 Security: 130514874 Symbol: SCMU8Z Life cycle
Secondary market

Bid Price 0.31

Ask Price 0.32

Currency CHF

Exchange SIX Structured Products

Volume 175'000.00

Volume 175'000.00

Date/time (delayed) 14.05.2024 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 0.31 0.32
Volume 175'000.00 175'000.00
Date/time 14.05.24 17:15 14.05.24 17:15

Current data

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

Life cycle

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

Performance

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.

Key figures on issue

Issue price0.28
Underlying price on issue534.80
Premium0.03%
Premium p.a.0.04%
Leverage8.87
Implied volatility0.15

Reference data

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

Key figures

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.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

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