Last price paid | 0.24 | |
Change | -4.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.06.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 12.06.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +175.00% |
Year to date (YTD) | -50.00% |
1 month | -52.94% |
3 months | -60.00% |
1 year | +118.18% |
3 years | n.a. |
Issue price | 0.10 |
Underlying price on issue | 841.10 |
Premium | 0.01% |
Premium p.a. | 0.28% |
Leverage | 8.98 |
Implied volatility | 0.56 |
ISIN | CH1268368037 |
Symbol | PGHC1Z |
Security | 126836803 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Part Grp Hldg N, CH0024608827 |
Underlying ISIN | CH0024608827 |
Strike | 1'060.00 |
C/P type | call |
Subscription ratio | 400.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 400 |
Value day | 05.06.2023 |
Premium | 0.78% |
Premium p.a. | 28.29% |
Leverage | 10.55 |
Implied volatility | 55.54% |
Moneyness | in-the-money |
Leverage | 8.9755 |
Delta | 0.8504 |
Gamma | 0.0000 |
Theta | -0.0032 |
Rho | 0.0006 |
Vega | 0.0011 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 1'170.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 479.40 |
Swiss Life Hldg | 646.00 |
ABB Ltd | 50.86 |
Partners Group Ho... | 1'155.00 |
Givaudan | 4'347.00 |
Name | Price |
---|---|
Compagnie Financi... | 141.15 |
NOVARTIS N | 93.00 |
Nestlé SA | 94.64 |
SONOVA HLDG N | 270.90 |
Alcon AG | 78.36 |