Last price paid | n.a. | |
Change | -90.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | n.a. n.a. |
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 | -86.88% |
Year to date (YTD) | -93.33% |
1 month | n.a. |
3 months | -93.33% |
1 year | -99.00% |
3 years | n.a. |
Issue price | 0.08 |
Underlying price on issue | 54.10 |
Premium | 0.60% |
Premium p.a. | 31.29% |
Leverage | 9.34 |
Implied volatility | 1.99 |
ISIN | CH1268367146 |
Symbol | PAHHVZ |
Security | 126836714 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Porsche A Hldg Vz I, DE000PAH0038 |
Underlying ISIN | DE000PAH0038 |
Strike | 68.00 |
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 | 60.01% |
Premium p.a. | 3128.98% |
Leverage | 154.97 |
Implied volatility | 198.75% |
Moneyness | out-of-the-money |
Leverage | 9.3364 |
Delta | 0.0602 |
Gamma | 0.0004 |
Theta | -0.0036 |
Rho | 0.0000 |
Vega | 0.0003 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 68.28 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SWISSCOM N | 547.50 |
Givaudan | 4'506.00 |
ROCHE GS | 269.20 |
NOVARTIS N | 99.03 |
Swiss Re | 116.30 |
Name | Price |
---|---|
KUEHNE & NAGEL | 231.80 |
Nestlé SA | 82.04 |
Compagnie Financi... | 114.55 |
Sika AG | 268.90 |
Lonza Group | 531.20 |