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ZKB Put Warrant auf
Porsche Automobil Holding SE

ISIN: CH1305151156 Security: 130515115 Symbol: PAH5TZ Life cycle
Secondary market

Bid Price 0.30

Ask Price 0.31

Currency CHF

Exchange SIX Structured Products

Volume 175'000.00

Volume 175'000.00

Date/time (delayed) 18.06.2024 10:40:59

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 10.04.2024
Key Information Document DE 10.04.2024
Key Information Document EN 10.04.2024
Key Information Document FR 10.04.2024
Key Information Document IT 10.04.2024

Price data

  Bid Ask
Price 0.30 0.31
Volume 175'000.00 175'000.00
Date/time 18.06.24 10:40 18.06.24 10:40

Current data

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

Life cycle

Fixing20.12.2024
Settlement date17.04.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

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.

Key figures on issue

Issue price0.20
Underlying price on issue51.96
Premium0.02%
Premium p.a.0.03%
Leverage3.69
Implied volatility0.30

Reference data

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

Key figures

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.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

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