Last price paid | 0.45 | |
Change | -6.25% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 07.06.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 26.05.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +217.86% |
Year to date (YTD) | -25.00% |
1 month | -26.23% |
3 months | -36.62% |
1 year | +246.15% |
3 years | n.a. |
Issue price | 0.14 |
Underlying price on issue | 862.70 |
Premium | 0.01% |
Premium p.a. | 0.19% |
Leverage | 5.68 |
Implied volatility | 0.61 |
ISIN | CH1250736001 |
Symbol | PGH31Z |
Security | 125073600 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Part Grp Hldg N, CH0024608827 |
Underlying ISIN | CH0024608827 |
Strike | 1'000.00 |
C/P type | call |
Subscription ratio | 400.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 400 |
Value day | 19.05.2023 |
Premium | 1.12% |
Premium p.a. | 19.40% |
Leverage | 6.54 |
Implied volatility | 61.39% |
Moneyness | in-the-money |
Leverage | 5.6788 |
Delta | 0.8677 |
Gamma | 0.0000 |
Theta | -0.0023 |
Rho | 0.0012 |
Vega | 0.0015 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 1'178.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 242.60 |
Compagnie Financi... | 150.10 |
Swiss Re | 113.65 |
Holcim | 79.98 |
Alcon AG | 82.16 |
Name | Price |
---|---|
Partners Group Ho... | 1'165.00 |
Lonza Group | 500.20 |
Sika AG | 270.90 |
GEBERIT N | 550.80 |
SWISSCOM N | 503.50 |