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ZKB Call Warrant auf
Porsche Automobil Holding SE

ISIN: CH1281037221 Security: 128103722 Symbol: PAHPWZ Life cycle
Secondary market

Bid Price 0.11

Ask Price 0.12

Currency CHF

Exchange SIX Structured Products

Volume 475'000.00

Volume 475'000.00

Date/time (delayed) 23.05.2024 10:19:12

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 02.11.2023
Key Information Document DE 02.11.2023
Key Information Document EN 02.11.2023
Key Information Document FR 02.11.2023
Key Information Document IT 02.11.2023

Price data

  Bid Ask
Price 0.11 0.12
Volume 475'000.00 475'000.00
Date/time 23.05.24 10:19 23.05.24 10:19

Current data

Last price paid 0.13
Change -18.75% [ -0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 22.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date09.11.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -4.17%
Year to date (YTD) -13.33%
1 month -27.78%
3 months -23.53%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.12
Underlying price on issue43.66
Premium0.01%
Premium p.a.0.13%
Leverage10.63
Implied volatility0.43

Reference data

ISIN CH1281037221
Symbol PAHPWZ
Security 128103722
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Porsche A Hldg Vz I, DE000PAH0038
Underlying ISIN DE000PAH0038
Strike 46.00
C/P type call
Subscription ratio 25.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 25
Value day 02.11.2023

Key figures

Premium 1.25%
Premium p.a. 12.64%
Leverage 16.64
Implied volatility 42.83%
Moneyness in-the-money
Leverage 10.6326
Delta 0.6388
Gamma 0.0040
Theta -0.0005
Rho 0.0005
Vega 0.0019
Fair value 0.02
Intrinsic value n.a.
Break-even 48.90
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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