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ZKB Call Warrant auf 2024-20.06.2025 Porsche Automobil Holding SE
Porsche Automobil Holding SE

ISIN: CH1338512150 Security: 133851215 Symbol: PAHJLZ Life cycle
Secondary market

Bid Price 0.065

Ask Price 0.075

Currency CHF

Exchange SIX Structured Products

Volume 775'000.00

Volume 400'000.00

Date/time (delayed) 11.07.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 25.06.2024
Key Information Document DE 25.06.2024
Key Information Document EN 25.06.2024
Key Information Document FR 25.06.2024
Key Information Document IT 25.06.2024

Price data

  Bid Ask
Price 0.065 0.075
Volume 775'000.00 400'000.00
Date/time 11.07.24 17:15 11.07.24 17:15

Current data

Last price paid 0.075
Change 0.00% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 26.06.2024 17:20

Life cycle

Fixing20.06.2025
Settlement date02.07.2024
Last trading20.06.2025
Final fixing20.06.2025
Currency redemptionCHF

Performance

Perf. since issue -22.22%
Year to date (YTD) n.a.
1 month n.a.
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.09
Underlying price on issue42.78
Premium0.33%
Premium p.a.0.35%
Leverage6.39
Implied volatility0.32

Reference data

ISIN CH1338512150
Symbol PAHJLZ
Security 133851215
Exchange SIX Structured Products
Currency CHF
Expiry 27.06.2025
Underlying Porsche A Hldg Vz I, DE000PAH0038
Underlying ISIN DE000PAH0038
Strike 56.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 25.06.2024

Key figures

Premium 32.84%
Premium p.a. 34.85%
Leverage 30.00
Implied volatility 32.18%
Moneyness out-of-the-money
Leverage 6.3934
Delta 0.2131
Gamma 0.0008
Theta -0.0004
Rho 0.0027
Vega 0.0058
Fair value 0.07
Intrinsic value n.a.
Break-even 57.44
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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