Last price paid | 0.025 | |
Change | -16.67% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 22.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 05.09.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -82.35% |
Year to date (YTD) | -64.29% |
1 month | -61.54% |
3 months | -64.29% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.17 |
Underlying price on issue | 49.24 |
Premium | 0.04% |
Premium p.a. | 0.58% |
Leverage | 18.48 |
Implied volatility | 0.36 |
ISIN | CH1268386146 |
Symbol | PAH5DZ |
Security | 126838614 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Porsche A Hldg Vz I, DE000PAH0038 |
Underlying ISIN | DE000PAH0038 |
Strike | 52.00 |
C/P type | call |
Subscription ratio | 25.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 25 |
Value day | 29.08.2023 |
Premium | 4.44% |
Premium p.a. | 57.94% |
Leverage | 66.00 |
Implied volatility | 36.13% |
Moneyness | out-of-the-money |
Leverage | 18.4838 |
Delta | 0.2801 |
Gamma | 0.0033 |
Theta | -0.0005 |
Rho | 0.0003 |
Vega | 0.0017 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 52.77 |
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 |