Last price paid | 0.075 | |
Change | -11.76% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 30.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 28.02.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -61.11% |
Year to date (YTD) | n.a. |
1 month | -55.88% |
3 months | -50.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.18 |
Underlying price on issue | 1'238.75 |
Premium | 0.03% |
Premium p.a. | 0.42% |
Leverage | 19.33 |
Implied volatility | 0.25 |
ISIN | CH1305138740 |
Symbol | PGHICZ |
Security | 130513874 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Part Grp Hldg N, CH0024608827 |
Underlying ISIN | CH0024608827 |
Strike | 1'200.00 |
C/P type | put |
Subscription ratio | 400.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 400 |
Value day | 21.02.2024 |
Premium | 2.86% |
Premium p.a. | 41.75% |
Leverage | 43.09 |
Implied volatility | 25.25% |
Moneyness | out-of-the-money |
Leverage | 19.3324 |
Delta | -0.4487 |
Gamma | 0.0000 |
Theta | -0.0015 |
Rho | -0.0010 |
Vega | 0.0031 |
Fair value | 0.07 |
Intrinsic value | n.a. |
Break-even | 1'172.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Givaudan | 4'165.00 |
LOGITECH INT. | 88.64 |
Swiss Re | 114.30 |
Partners Group Ho... | 1'202.00 |
NOVARTIS N | 92.94 |