Last price paid | 0.15 | |
Change | -6.25% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 30.05.2024 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 | -51.56% |
Year to date (YTD) | -40.00% |
1 month | -31.82% |
3 months | -21.05% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.32 |
Underlying price on issue | 1'166.50 |
Premium | 0.12% |
Premium p.a. | 0.20% |
Leverage | 6.17 |
Implied volatility | 0.29 |
ISIN | CH1281046826 |
Symbol | PGHH6Z |
Security | 128104682 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
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 | 11.98% |
Premium p.a. | 20.15% |
Leverage | 19.39 |
Implied volatility | 28.66% |
Moneyness | out-of-the-money |
Leverage | 6.1685 |
Delta | -0.3182 |
Gamma | 0.0000 |
Theta | -0.0005 |
Rho | -0.0066 |
Vega | 0.0083 |
Fair value | 0.16 |
Intrinsic value | n.a. |
Break-even | 1'058.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Nestlé SA | 96.46 |
ABB Ltd | 49.79 |
ROCHE GS | 232.10 |
SWISSCOM N | 500.00 |
GEBERIT N | 552.20 |
Name | Price |
---|---|
LOGITECH INT. | 87.38 |
Swiss Re | 113.55 |
Sika AG | 270.90 |
SONOVA HLDG N | 283.00 |
Givaudan | 4'214.00 |