Last price paid | 0.10 | |
Change | +11.11% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 29.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 11.12.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -67.86% |
Year to date (YTD) | -52.38% |
1 month | -37.50% |
3 months | -33.33% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.28 |
Underlying price on issue | 1'166.50 |
Premium | 0.11% |
Premium p.a. | 0.33% |
Leverage | 9.22 |
Implied volatility | 0.29 |
ISIN | CH1281046917 |
Symbol | PGHOQZ |
Security | 128104691 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
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 | 10.63% |
Premium p.a. | 33.46% |
Leverage | 33.69 |
Implied volatility | 28.76% |
Moneyness | out-of-the-money |
Leverage | 9.2189 |
Delta | -0.2736 |
Gamma | 0.0000 |
Theta | -0.0007 |
Rho | -0.0029 |
Vega | 0.0057 |
Fair value | 0.09 |
Intrinsic value | n.a. |
Break-even | 1'084.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Givaudan | 4'181.00 |
Swiss Re | 114.05 |
LOGITECH INT. | 88.96 |
NOVARTIS N | 92.91 |
Compagnie Financi... | 143.75 |