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ZKB Put Warrant auf
Swisscom AG

ISIN: CH1305148723 Security: 130514872 Symbol: SCMLIZ Life cycle
Secondary market

Bid Price 0.22

Ask Price 0.23

Currency CHF

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 21.05.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 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 0.22 0.23
Volume 250'000.00 250'000.00
Date/time 21.05.24 17:15 21.05.24 17:15

Current data

Last price paid 0.22
Change +10.00% [ +0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 21.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date03.04.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +32.35%
Year to date (YTD) n.a.
1 month +37.50%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.17
Underlying price on issue534.80
Premium0.00%
Premium p.a.0.03%
Leverage17.71
Implied volatility0.14

Reference data

ISIN CH1305148723
Symbol SCMLIZ
Security 130514872
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
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 0.34%
Premium p.a. 3.27%
Leverage 22.19
Implied volatility 14.09%
Moneyness in-the-money
Leverage 17.7135
Delta -0.7984
Gamma 0.0001
Theta -0.0007
Rho -0.0044
Vega 0.0045
Fair value 0.02
Intrinsic value n.a.
Break-even 497.50
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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