Last price paid | 0.40 | |
Change | +5.26% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 30.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 27.09.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | +43.10% |
Year to date (YTD) | -14.89% |
1 month | +11.11% |
3 months | -25.93% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.29 |
Underlying price on issue | 1'060.50 |
Premium | 0.03% |
Premium p.a. | 0.09% |
Leverage | 5.73 |
Implied volatility | 0.31 |
ISIN | CH1268391740 |
Symbol | PGHNLZ |
Security | 126839174 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Part Grp Hldg N, CH0024608827 |
Underlying ISIN | CH0024608827 |
Strike | 1'080.00 |
C/P type | call |
Subscription ratio | 400.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 400 |
Value day | 20.09.2023 |
Premium | 2.72% |
Premium p.a. | 8.56% |
Leverage | 7.31 |
Implied volatility | 30.51% |
Moneyness | in-the-money |
Leverage | 5.7343 |
Delta | 0.7847 |
Gamma | 0.0000 |
Theta | -0.0007 |
Rho | 0.0062 |
Vega | 0.0050 |
Fair value | 0.08 |
Intrinsic value | n.a. |
Break-even | 1'246.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Givaudan | 4'182.00 |
Swiss Re | 114.15 |
LOGITECH INT. | 89.12 |
NOVARTIS N | 92.99 |
Compagnie Financi... | 143.80 |