Last price paid | 0.02 | |
Change | -63.64% [ -0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 19.09.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 04.03.2024 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -95.23% |
Year to date (YTD) | n.a. |
1 month | -77.78% |
3 months | -91.30% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.22 |
Underlying price on issue | 1'262.50 |
Premium | 0.02% |
Premium p.a. | 1.24% |
Leverage | 65.00 |
Implied volatility | 0.20 |
ISIN | CH1305140621 |
Symbol | PGHMLZ |
Security | 130514062 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
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 | 26.02.2024 |
Premium | 2.38% |
Premium p.a. | 124.29% |
Leverage | 291.67 |
Implied volatility | 19.64% |
Moneyness | out-of-the-money |
Leverage | 65.0024 |
Delta | -0.2229 |
Gamma | 0.0000 |
Theta | -0.0018 |
Rho | -0.0001 |
Vega | 0.0012 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 1'195.80 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SWISSCOM N | 547.50 |
Givaudan | 4'506.00 |
ROCHE GS | 269.20 |
NOVARTIS N | 99.03 |
Swiss Re | 116.30 |
Name | Price |
---|---|
KUEHNE & NAGEL | 231.80 |
Nestlé SA | 82.04 |
Compagnie Financi... | 114.55 |
Sika AG | 268.90 |
Lonza Group | 531.20 |