Last price paid | 0.08 | |
Change | +6.67% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 29.05.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 11.12.2023 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -64.29% |
Year to date (YTD) | -50.00% |
1 month | -33.33% |
3 months | -27.27% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.21 |
Underlying price on issue | 1'166.50 |
Premium | 0.19% |
Premium p.a. | 0.33% |
Leverage | 7.00 |
Implied volatility | 0.31 |
ISIN | CH1281046800 |
Symbol | PGHYPZ |
Security | 128104680 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
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 | 04.12.2023 |
Premium | 19.33% |
Premium p.a. | 32.52% |
Leverage | 40.08 |
Implied volatility | 30.74% |
Moneyness | out-of-the-money |
Leverage | 6.9987 |
Delta | -0.1746 |
Gamma | 0.0000 |
Theta | -0.0004 |
Rho | -0.0036 |
Vega | 0.0060 |
Fair value | 0.08 |
Intrinsic value | n.a. |
Break-even | 970.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Holcim | 79.72 |
ABB Ltd | 49.86 |
SWISSCOM N | 502.50 |
GEBERIT N | 554.60 |
Nestlé SA | 96.26 |
Name | Price |
---|---|
Givaudan | 4'190.00 |
Swiss Re | 113.95 |
SONOVA HLDG N | 283.30 |
Lonza Group | 483.90 |
Alcon AG | 79.94 |