Last price paid | 0.23 | |
Change | -4.17% [ -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 | 28.02.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -18.97% |
Year to date (YTD) | n.a. |
1 month | -25.81% |
3 months | -11.54% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.29 |
Underlying price on issue | 1'238.75 |
Premium | 0.08% |
Premium p.a. | 0.13% |
Leverage | 5.61 |
Implied volatility | 0.27 |
ISIN | CH1305138773 |
Symbol | PGHX3Z |
Security | 130513877 |
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 | 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 | 7.91% |
Premium p.a. | 13.30% |
Leverage | 12.78 |
Implied volatility | 27.27% |
Moneyness | out-of-the-money |
Leverage | 5.6068 |
Delta | -0.4388 |
Gamma | 0.0000 |
Theta | -0.0005 |
Rho | -0.0092 |
Vega | 0.0091 |
Fair value | 0.24 |
Intrinsic value | n.a. |
Break-even | 1'106.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Holcim | 79.84 |
GEBERIT N | 554.20 |
ABB Ltd | 49.69 |
SWISSCOM N | 501.00 |
ROCHE GS | 232.10 |
Name | Price |
---|---|
Givaudan | 4'185.00 |
Partners Group Ho... | 1'194.50 |
LOGITECH INT. | 88.96 |
NOVARTIS N | 92.73 |
Swiss Re | 114.20 |