Last price paid | 0.35 | |
Change | -16.67% [ -0.07 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 07.08.2024 17:20 |
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 | +22.41% |
Year to date (YTD) | n.a. |
1 month | +40.00% |
3 months | +16.67% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.29 |
Underlying price on issue | 1'267.75 |
Premium | 0.05% |
Premium p.a. | 0.08% |
Leverage | 4.48 |
Implied volatility | 0.28 |
ISIN | CH1305147923 |
Symbol | PGHR2Z |
Security | 130514792 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
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 | 20.03.2024 |
Premium | 5.20% |
Premium p.a. | 8.18% |
Leverage | 7.86 |
Implied volatility | 27.70% |
Moneyness | in-the-money |
Leverage | 4.4805 |
Delta | -0.5701 |
Gamma | 0.0000 |
Theta | -0.0004 |
Rho | -0.0124 |
Vega | 0.0087 |
Fair value | 0.15 |
Intrinsic value | n.a. |
Break-even | 1'058.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 103.15 |
ABB Ltd | 45.23 |
ROCHE GS | 275.60 |
Compagnie Financi... | 125.95 |
SONOVA HLDG N | 282.20 |
Name | Price |
---|---|
ZURICH INSURANCE | 459.30 |
KUEHNE & NAGEL | 252.80 |
NOVARTIS N | 96.11 |
Lonza Group | 558.20 |
LOGITECH INT. | 73.62 |