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ZKB Call Warrant auf
Porsche Automobil Holding SE

ISIN: CH1268367153 Security: 126836715 Symbol: PAHEQZ Life cycle
Secondary market

Bid Price 0.001

Ask Price 0.01

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 23.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 02.06.2023
Key Information Document DE 02.06.2023
Key Information Document EN 02.06.2023
Key Information Document FR 02.06.2023
Key Information Document IT 02.06.2023

Price data

  Bid Ask
Price 0.001 0.01
Volume 1'000'000.00 250'000.00
Date/time 23.05.24 17:15 23.05.24 17:15

Current data

Last price paid 0.01
Change -33.33% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 10.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date09.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -96.07%
Year to date (YTD) -60.00%
1 month n.a.
3 months -33.33%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.14
Underlying price on issue54.10
Premium0.25%
Premium p.a.2.55%
Leverage16.25
Implied volatility0.49

Reference data

ISIN CH1268367153
Symbol PAHEQZ
Security 126836715
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Porsche A Hldg Vz I, DE000PAH0038
Underlying ISIN DE000PAH0038
Strike 60.00
C/P type call
Subscription ratio 25.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 25
Value day 02.06.2023

Key figures

Premium 25.11%
Premium p.a. 254.56%
Leverage 346.01
Implied volatility 48.64%
Moneyness out-of-the-money
Leverage 16.2487
Delta 0.0470
Gamma 0.0005
Theta -0.0003
Rho 0.0001
Vega 0.0006
Fair value 0.01
Intrinsic value n.a.
Break-even 60.14
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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