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 |
Fixing | 21.06.2024 |
Settlement date | 09.11.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
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. |
Issue price | 0.12 |
Underlying price on issue | 43.66 |
Premium | 0.01% |
Premium p.a. | 0.13% |
Leverage | 10.63 |
Implied volatility | 0.43 |
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 |
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. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 48.77 |
Swiss Re | 112.10 |
Compagnie Financi... | 142.30 |
LOGITECH INT. | 87.36 |
UBS | 27.85 |
Name | Price |
---|---|
Nestlé SA | 93.80 |
Partners Group Ho... | 1'250.50 |
SWISSCOM N | 495.20 |
KUEHNE & NAGEL | 244.90 |
SONOVA HLDG N | 291.30 |