Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 27.09.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -95.65% |
Year to date (YTD) | -82.35% |
1 month | n.a. |
3 months | -72.73% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.23 |
Underlying price on issue | 1'060.50 |
Premium | 0.18% |
Premium p.a. | 2.66% |
Leverage | 17.19 |
Implied volatility | 0.50 |
ISIN | CH1268391799 |
Symbol | PGHDWZ |
Security | 126839179 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Part Grp Hldg N, CH0024608827 |
Underlying ISIN | CH0024608827 |
Strike | 1'000.00 |
C/P type | put |
Subscription ratio | 400.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 400 |
Value day | 20.09.2023 |
Premium | 18.23% |
Premium p.a. | 266.11% |
Leverage | 304.50 |
Implied volatility | 49.77% |
Moneyness | out-of-the-money |
Leverage | 17.1929 |
Delta | -0.0565 |
Gamma | 0.0000 |
Theta | -0.0009 |
Rho | -0.0001 |
Vega | 0.0009 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 996.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Holcim | 79.72 |
GEBERIT N | 556.00 |
ABB Ltd | 49.85 |
SWISSCOM N | 502.50 |
Nestlé SA | 96.34 |
Name | Price |
---|---|
Givaudan | 4'193.00 |
Swiss Re | 113.80 |
Alcon AG | 80.08 |
SONOVA HLDG N | 283.90 |
Partners Group Ho... | 1'202.50 |