Last price paid | 0.09 | |
Change | +12.50% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 30.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 27.07.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +18.75% |
Year to date (YTD) | -62.50% |
1 month | -10.00% |
3 months | -67.86% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.08 |
Underlying price on issue | 955.20 |
Premium | 0.02% |
Premium p.a. | 0.32% |
Leverage | 17.74 |
Implied volatility | 0.25 |
ISIN | CH1268378747 |
Symbol | PGHUIZ |
Security | 126837874 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Part Grp Hldg N, CH0024608827 |
Underlying ISIN | CH0024608827 |
Strike | 1'200.00 |
C/P type | call |
Subscription ratio | 400.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 400 |
Value day | 20.07.2023 |
Premium | 2.48% |
Premium p.a. | 32.37% |
Leverage | 31.79 |
Implied volatility | 24.92% |
Moneyness | in-the-money |
Leverage | 17.7401 |
Delta | 0.5581 |
Gamma | 0.0000 |
Theta | -0.0015 |
Rho | 0.0012 |
Vega | 0.0033 |
Fair value | 0.08 |
Intrinsic value | n.a. |
Break-even | 1'238.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |