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ZKB Call Warrant auf
PSP Swiss Property AG

ISIN: CH1268391153 Security: 126839115 Symbol: PSPQWZ Life cycle
Secondary market

Bid Price 0.71

Ask Price 0.72

Currency CHF

Exchange SIX Structured Products

Volume 75'000.00

Volume 75'000.00

Date/time (delayed) 25.06.2024 05:15:00

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Price data

  Bid Ask
Price 0.71 0.72
Volume 75'000.00 75'000.00
Date/time 25.06.24 17:15 25.06.24 17:15

Current data

Last price paid 0.72
Change -1.37% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 25.06.2024 17:20

Life cycle

Performance

Perf. since issue -9.49%
Year to date (YTD) -34.55%
1 month +24.14%
3 months -13.25%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.79
Underlying price on issue109.05
Premium0.02%
Premium p.a.0.08%
Leverage11.55
Implied volatility0.17

Reference data

Key figures

Premium 1.96%
Premium p.a. 7.60%
Leverage 16.07
Implied volatility 17.35%
Moneyness in-the-money
Leverage 11.5520
Delta 0.7189
Gamma 0.0033
Theta -0.0021
Rho 0.0194
Vega 0.0196
Fair value 0.22
Intrinsic value n.a.
Break-even 117.15
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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