Last price paid | 0.25 | |
Change | +4.17% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 11.07.2024 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 | -18.33% |
Year to date (YTD) | -24.24% |
1 month | +25.00% |
3 months | -30.56% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.30 |
Underlying price on issue | 1'166.50 |
Premium | 0.06% |
Premium p.a. | 0.13% |
Leverage | 7.31 |
Implied volatility | 0.25 |
ISIN | CH1281046552 |
Symbol | PGHKUZ |
Security | 128104655 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Part Grp Hldg N, CH0024608827 |
Underlying ISIN | CH0024608827 |
Strike | 1'200.00 |
C/P type | call |
Subscription ratio | 400.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 400 |
Value day | 04.12.2023 |
Premium | 6.39% |
Premium p.a. | 13.11% |
Leverage | 12.45 |
Implied volatility | 24.79% |
Moneyness | in-the-money |
Leverage | 7.3130 |
Delta | 0.5874 |
Gamma | 0.0000 |
Theta | -0.0006 |
Rho | 0.0075 |
Vega | 0.0083 |
Fair value | 0.20 |
Intrinsic value | n.a. |
Break-even | 1'298.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 100.18 |
Alcon AG | 81.46 |
UBS | 27.91 |
ROCHE GS | 253.30 |
SWISSCOM N | 528.00 |
Name | Price |
---|---|
KUEHNE & NAGEL | 257.00 |
Swiss Life Hldg | 672.80 |
Givaudan | 4'343.00 |
LOGITECH INT. | 81.56 |
SONOVA HLDG N | 276.40 |