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ZKB Call Warrant auf
Porsche Automobil Holding SE

ISIN: CH1268367146 Security: 126836714 Symbol: PAHHVZ Life cycle
redeemed

Bid Price n.a.

Ask Price n.a.

Currency n.a.

Exchange SIX Structured Products

Volume n.a.

Volume n.a.

Date/time (delayed) n.a. n.a.

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 02.06.2023
Key Information Document DE 02.06.2023
Key Information Document EN 02.06.2023
Key Information Document FR 02.06.2023
Key Information Document IT 02.06.2023

Price data

  Bid Ask
Price n.a. n.a.
Volume n.a. n.a.
Date/time n.a. n.a. n.a. n.a.

Current data

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.

Life cycle

Fixing21.06.2024
Settlement date09.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

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.

Key figures on issue

Issue price0.08
Underlying price on issue54.10
Premium0.60%
Premium p.a.31.29%
Leverage9.34
Implied volatility1.99

Reference data

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

Key figures

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.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

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