Last price paid | 0.31 | |
Change | +3.33% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.06.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 17.04.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | +52.50% |
Year to date (YTD) | n.a. |
1 month | +55.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.20 |
Underlying price on issue | 51.96 |
Premium | 0.02% |
Premium p.a. | 0.03% |
Leverage | 3.69 |
Implied volatility | 0.30 |
ISIN | CH1305151156 |
Symbol | PAH5TZ |
Security | 130515115 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Porsche A Hldg Vz I, DE000PAH0038 |
Underlying ISIN | DE000PAH0038 |
Strike | 50.00 |
C/P type | put |
Subscription ratio | 25.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 25 |
Value day | 10.04.2024 |
Premium | 1.65% |
Premium p.a. | 2.99% |
Leverage | 5.33 |
Implied volatility | 30.23% |
Moneyness | in-the-money |
Leverage | 3.6893 |
Delta | -0.6918 |
Gamma | 0.0015 |
Theta | -0.0002 |
Rho | -0.0079 |
Vega | 0.0043 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 41.99 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Givaudan | 4'357.00 |
ABB Ltd | 50.80 |
Lonza Group | 477.10 |
Swiss Life Hldg | 642.80 |
Swiss Re | 110.95 |
Name | Price |
---|---|
Compagnie Financi... | 141.20 |
Nestlé SA | 94.72 |
Alcon AG | 78.38 |
NOVARTIS N | 93.39 |
SONOVA HLDG N | 271.90 |