Last price paid | 0.11 | |
Change | -8.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 22.05.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 07.02.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | +5.00% |
Year to date (YTD) | n.a. |
1 month | -26.67% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.10 |
Underlying price on issue | 45.96 |
Premium | 0.12% |
Premium p.a. | 0.20% |
Leverage | 6.96 |
Implied volatility | 0.30 |
ISIN | CH1305135290 |
Symbol | PAH1QZ |
Security | 130513529 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
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 | 31.01.2024 |
Premium | 12.40% |
Premium p.a. | 19.77% |
Leverage | 18.34 |
Implied volatility | 29.50% |
Moneyness | out-of-the-money |
Leverage | 6.9623 |
Delta | 0.3796 |
Gamma | 0.0014 |
Theta | -0.0003 |
Rho | 0.0031 |
Vega | 0.0056 |
Fair value | 0.11 |
Intrinsic value | n.a. |
Break-even | 54.65 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 291.50 |
LOGITECH INT. | 86.32 |
Alcon AG | 82.44 |
Holcim | 79.02 |
GEBERIT N | 561.40 |
Name | Price |
---|---|
Compagnie Financi... | 140.60 |
Swiss Life Hldg | 616.40 |
ROCHE GS | 231.90 |
NOVARTIS N | 93.16 |
ABB Ltd | 48.11 |