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ZKB Call Warrant auf
Porsche Automobil Holding SE

ISIN: CH1268386146 Security: 126838614 Symbol: PAH5DZ Life cycle
redeemed

Bid Price 0.001

Ask Price 0.02

Currency CHF

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 21.06.2024 12:00:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 29.08.2023
Key Information Document DE 29.08.2023
Key Information Document EN 29.08.2023
Key Information Document FR 29.08.2023
Key Information Document IT 29.08.2023

Price data

  Bid Ask
Price 0.001 0.02
Volume 250'000.00 250'000.00
Date/time 21.06.24 12:00 21.06.24 12:00

Current data

Last price paid 0.015
Change -25.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 10.06.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date05.09.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -93.82%
Year to date (YTD) -78.57%
1 month n.a.
3 months -75.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.17
Underlying price on issue49.24
Premium0.22%
Premium p.a.11.71%
Leverage15.48
Implied volatility1.05

Reference data

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

Key figures

Premium 22.45%
Premium p.a. 1170.78%
Leverage 155.05
Implied volatility 104.71%
Moneyness out-of-the-money
Leverage 15.4826
Delta 0.0999
Gamma 0.0012
Theta -0.0029
Rho 0.0000
Vega 0.0004
Fair value 0.01
Intrinsic value n.a.
Break-even 52.28
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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