Last price paid | 0.001 | |
Change | -90.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | 100'000.00 Unit | |
Date/time | 21.06.2024 12:00 |
Fixing | 21.06.2024 |
Settlement date | 09.06.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -92.50% |
Year to date (YTD) | -96.00% |
1 month | n.a. |
3 months | -96.00% |
1 year | -99.44% |
3 years | n.a. |
Issue price | 0.14 |
Underlying price on issue | 54.10 |
Premium | 0.41% |
Premium p.a. | 21.48% |
Leverage | 11.26 |
Implied volatility | 1.57 |
ISIN | CH1268367153 |
Symbol | PAHEQZ |
Security | 126836715 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Porsche A Hldg Vz I, DE000PAH0038 |
Underlying ISIN | DE000PAH0038 |
Strike | 60.00 |
C/P type | call |
Subscription ratio | 25.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 25 |
Value day | 02.06.2023 |
Premium | 41.19% |
Premium p.a. | 2147.93% |
Leverage | 155.05 |
Implied volatility | 156.67% |
Moneyness | out-of-the-money |
Leverage | 11.2560 |
Delta | 0.0726 |
Gamma | 0.0006 |
Theta | -0.0033 |
Rho | 0.0000 |
Vega | 0.0003 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 60.28 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Sika AG | 260.20 |
SONOVA HLDG N | 274.10 |
KUEHNE & NAGEL | 260.10 |
Lonza Group | 485.80 |
Swiss Life Hldg | 654.20 |
Name | Price |
---|---|
Compagnie Financi... | 142.00 |
ROCHE GS | 249.80 |
UBS | 26.22 |
ZURICH INSURANCE | 480.10 |
Swiss Re | 111.25 |