Last price paid | 0.04 | |
Change | -27.27% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 29.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 28.12.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -82.61% |
Year to date (YTD) | -78.95% |
1 month | -38.46% |
3 months | -80.95% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.23 |
Underlying price on issue | 1'226.50 |
Premium | 0.05% |
Premium p.a. | 0.66% |
Leverage | 24.68 |
Implied volatility | 0.24 |
ISIN | CH1305127867 |
Symbol | PGHEJZ |
Security | 130512786 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Part Grp Hldg N, CH0024608827 |
Underlying ISIN | CH0024608827 |
Strike | 1'240.00 |
C/P type | call |
Subscription ratio | 400.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 400 |
Value day | 19.12.2023 |
Premium | 4.54% |
Premium p.a. | 66.23% |
Leverage | 75.09 |
Implied volatility | 24.46% |
Moneyness | out-of-the-money |
Leverage | 24.6782 |
Delta | 0.3286 |
Gamma | 0.0000 |
Theta | -0.0014 |
Rho | 0.0006 |
Vega | 0.0028 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 1'256.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Givaudan | 4'160.00 |
LOGITECH INT. | 88.64 |
Swiss Re | 114.10 |
Partners Group Ho... | 1'200.00 |
Alcon AG | 80.10 |