Last price paid | 0.075 | |
Change | -6.25% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 08.07.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 29.05.2024 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -42.86% |
Year to date (YTD) | n.a. |
1 month | +7.14% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.14 |
Underlying price on issue | 1'256.25 |
Premium | 0.07% |
Premium p.a. | 0.33% |
Leverage | 14.31 |
Implied volatility | 0.23 |
ISIN | CH1338504702 |
Symbol | PGHP4Z |
Security | 133850470 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
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 | 22.05.2024 |
Premium | 7.01% |
Premium p.a. | 32.83% |
Leverage | 38.31 |
Implied volatility | 23.19% |
Moneyness | out-of-the-money |
Leverage | 14.3137 |
Delta | 0.3736 |
Gamma | 0.0000 |
Theta | -0.0008 |
Rho | 0.0023 |
Vega | 0.0054 |
Fair value | 0.08 |
Intrinsic value | n.a. |
Break-even | 1'312.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
GEBERIT N | 552.60 |
Lonza Group | 520.60 |
Alcon AG | 80.80 |
Holcim | 82.42 |
Compagnie Financi... | 141.35 |
Name | Price |
---|---|
Swiss Life Hldg | 677.60 |
KUEHNE & NAGEL | 259.60 |
LOGITECH INT. | 81.82 |
SWISSCOM N | 525.50 |
Swiss Re | 110.60 |