Last price paid | 0.01 | |
Change | -33.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 22.05.2024 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 | -97.88% |
Year to date (YTD) | -75.00% |
1 month | n.a. |
3 months | -60.00% |
1 year | -96.30% |
3 years | n.a. |
Issue price | 0.26 |
Underlying price on issue | 862.70 |
Premium | 0.34% |
Premium p.a. | 5.04% |
Leverage | 11.52 |
Implied volatility | 0.83 |
ISIN | CH1250735979 |
Symbol | PGHGEZ |
Security | 125073597 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Part Grp Hldg N, CH0024608827 |
Underlying ISIN | CH0024608827 |
Strike | 800.00 |
C/P type | put |
Subscription ratio | 400.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 400 |
Value day | 19.05.2023 |
Premium | 34.50% |
Premium p.a. | 503.69% |
Leverage | 553.64 |
Implied volatility | 83.47% |
Moneyness | out-of-the-money |
Leverage | 11.5238 |
Delta | -0.0208 |
Gamma | 0.0000 |
Theta | -0.0006 |
Rho | 0.0000 |
Vega | 0.0004 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 797.80 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Holcim | 79.84 |
GEBERIT N | 554.60 |
SWISSCOM N | 501.50 |
ABB Ltd | 49.71 |
UBS | 28.62 |
Name | Price |
---|---|
Givaudan | 4'182.00 |
Partners Group Ho... | 1'194.00 |
NOVARTIS N | 92.67 |
Swiss Re | 114.15 |
SONOVA HLDG N | 283.60 |