Last price paid | 0.025 | |
Change | -16.67% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 23.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 11.12.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -86.96% |
Year to date (YTD) | -84.38% |
1 month | -68.75% |
3 months | -75.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.23 |
Underlying price on issue | 1'166.50 |
Premium | 0.05% |
Premium p.a. | 0.85% |
Leverage | 24.98 |
Implied volatility | 0.27 |
ISIN | CH1281046776 |
Symbol | PGHOXZ |
Security | 128104677 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Part Grp Hldg N, CH0024608827 |
Underlying ISIN | CH0024608827 |
Strike | 1'120.00 |
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 | 4.89% |
Premium p.a. | 85.04% |
Leverage | 97.08 |
Implied volatility | 26.95% |
Moneyness | out-of-the-money |
Leverage | 24.9769 |
Delta | -0.2573 |
Gamma | 0.0000 |
Theta | -0.0014 |
Rho | -0.0004 |
Vega | 0.0022 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 1'108.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 242.60 |
Compagnie Financi... | 150.10 |
Swiss Re | 113.65 |
Holcim | 79.98 |
Alcon AG | 82.16 |
Name | Price |
---|---|
Partners Group Ho... | 1'165.00 |
Lonza Group | 500.20 |
Sika AG | 270.90 |
GEBERIT N | 550.80 |
SWISSCOM N | 503.50 |