Last price paid | 0.30 | |
Change | -3.23% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.06.2024 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 | +62.50% |
Year to date (YTD) | n.a. |
1 month | +30.43% |
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 | 3.50 |
Implied volatility | 0.32 |
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 | 1.64% |
Premium p.a. | 3.09% |
Leverage | 4.98 |
Implied volatility | 31.79% |
Moneyness | in-the-money |
Leverage | 3.5001 |
Delta | -0.7024 |
Gamma | 0.0015 |
Theta | -0.0002 |
Rho | -0.0078 |
Vega | 0.0041 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 41.53 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Sika AG | 260.60 |
KUEHNE & NAGEL | 260.60 |
SONOVA HLDG N | 274.30 |
Lonza Group | 487.90 |
Alcon AG | 80.32 |
Name | Price |
---|---|
Compagnie Financi... | 142.40 |
ROCHE GS | 250.20 |
Swiss Re | 111.05 |
ZURICH INSURANCE | 479.70 |
Nestlé SA | 92.90 |