Last price paid | 0.11 | |
Change | -21.43% [ -0.03 ] | |
Last traded volume | 20'000.00 Unit | |
Cumulative volume | 40'000.00 Unit | |
Date/time | 02.08.2024 09:24 |
Fixing | 21.03.2025 |
Settlement date | 27.03.2024 |
Last trading | 21.03.2025 |
Final fixing | 21.03.2025 |
Currency redemption | CHF |
Perf. since issue | -67.19% |
Year to date (YTD) | n.a. |
1 month | 0.00% |
3 months | -36.36% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.32 |
Underlying price on issue | 1'267.75 |
Premium | 0.17% |
Premium p.a. | 0.26% |
Leverage | 8.63 |
Implied volatility | 0.24 |
ISIN | CH1305147907 |
Symbol | PGH24Z |
Security | 130514790 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | Part Grp Hldg N, CH0024608827 |
Underlying ISIN | CH0024608827 |
Strike | 1'280.00 |
C/P type | call |
Subscription ratio | 400.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 400 |
Value day | 20.03.2024 |
Premium | 16.63% |
Premium p.a. | 25.50% |
Leverage | 26.99 |
Implied volatility | 24.46% |
Moneyness | out-of-the-money |
Leverage | 8.6295 |
Delta | 0.3198 |
Gamma | 0.0000 |
Theta | -0.0005 |
Rho | 0.0052 |
Vega | 0.0082 |
Fair value | 0.11 |
Intrinsic value | n.a. |
Break-even | 1'322.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Nestlé SA | 89.10 |
ROCHE GS | 283.70 |
NOVARTIS N | 97.61 |
SWISSCOM N | 532.00 |
SONOVA HLDG N | 263.60 |
Name | Price |
---|---|
ABB Ltd | 45.46 |
UBS | 24.87 |
LOGITECH INT. | 75.28 |
Holcim | 78.28 |
Partners Group Ho... | 1'127.50 |