Last price paid | 0.18 | |
Change | -5.26% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | 10'000.00 Unit | |
Date/time | 08.07.2024 17:15 |
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 | -42.19% |
Year to date (YTD) | n.a. |
1 month | +12.50% |
3 months | -41.94% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.32 |
Underlying price on issue | 1'267.75 |
Premium | 0.12% |
Premium p.a. | 0.17% |
Leverage | 7.31 |
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 | 12.18% |
Premium p.a. | 16.90% |
Leverage | 16.31 |
Implied volatility | 24.11% |
Moneyness | out-of-the-money |
Leverage | 7.3055 |
Delta | 0.4479 |
Gamma | 0.0000 |
Theta | -0.0005 |
Rho | 0.0084 |
Vega | 0.0101 |
Fair value | 0.19 |
Intrinsic value | n.a. |
Break-even | 1'354.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 110.20 |
Holcim | 81.76 |
Swiss Life Hldg | 669.00 |
Givaudan | 4'305.00 |
ZURICH INSURANCE | 475.50 |
Name | Price |
---|---|
KUEHNE & NAGEL | 255.90 |
Compagnie Financi... | 138.25 |
Partners Group Ho... | 1'206.50 |
SONOVA HLDG N | 274.20 |
Sika AG | 258.60 |