Inhaltsseite: Home

ZKB Call Warrant auf
Porsche Automobil Holding SE

ISIN: CH1268386146 Security: 126838614 Symbol: PAH5DZ Life cycle
Secondary market

Bid Price 0.03

Ask Price 0.04

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 17.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 29.08.2023
Key Information Document DE 29.08.2023
Key Information Document EN 29.08.2023
Key Information Document FR 29.08.2023
Key Information Document IT 29.08.2023

Price data

  Bid Ask
Price 0.03 0.04
Volume 1'000'000.00 250'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.04
Change -11.11% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 16.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date05.09.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -79.41%
Year to date (YTD) -42.86%
1 month -46.67%
3 months -33.33%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.17
Underlying price on issue49.24
Premium0.07%
Premium p.a.0.57%
Leverage14.86
Implied volatility0.36

Reference data

ISIN CH1268386146
Symbol PAH5DZ
Security 126838614
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Porsche A Hldg Vz I, DE000PAH0038
Underlying ISIN DE000PAH0038
Strike 52.00
C/P type call
Subscription ratio 25.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 25
Value day 29.08.2023

Key figures

Premium 6.58%
Premium p.a. 57.21%
Leverage 55.96
Implied volatility 36.25%
Moneyness out-of-the-money
Leverage 14.8646
Delta 0.2656
Gamma 0.0024
Theta -0.0005
Rho 0.0004
Vega 0.0021
Fair value 0.04
Intrinsic value n.a.
Break-even 52.89
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading