Last price paid | 0.01 | |
Change | -50.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 29.05.2024 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 | -92.14% |
Year to date (YTD) | -91.67% |
1 month | -66.67% |
3 months | -90.91% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.07 |
Underlying price on issue | 1'060.50 |
Premium | 0.09% |
Premium p.a. | 1.39% |
Leverage | 39.65 |
Implied volatility | 0.23 |
ISIN | CH1268391732 |
Symbol | PGHHGZ |
Security | 126839173 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Part Grp Hldg N, CH0024608827 |
Underlying ISIN | CH0024608827 |
Strike | 1'320.00 |
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 | 9.50% |
Premium p.a. | 138.68% |
Leverage | 548.86 |
Implied volatility | 22.51% |
Moneyness | out-of-the-money |
Leverage | 39.6464 |
Delta | 0.0722 |
Gamma | 0.0000 |
Theta | -0.0005 |
Rho | 0.0001 |
Vega | 0.0011 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 1'322.20 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Holcim | 79.74 |
GEBERIT N | 554.20 |
SWISSCOM N | 501.50 |
ABB Ltd | 49.72 |
UBS | 28.64 |
Name | Price |
---|---|
Givaudan | 4'186.00 |
Partners Group Ho... | 1'192.00 |
Swiss Re | 114.00 |
SONOVA HLDG N | 283.20 |
NOVARTIS N | 92.68 |