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 |
Fixing | 20.06.2025 |
Settlement date | 02.07.2024 |
Last trading | 20.06.2025 |
Final fixing | 20.06.2025 |
Currency redemption | CHF |
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. |
Issue price | 0.09 |
Underlying price on issue | 42.78 |
Premium | 0.33% |
Premium p.a. | 0.35% |
Leverage | 6.39 |
Implied volatility | 0.32 |
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 |
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. |
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 |