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ZKB Call Warrant auf
Porsche Automobil Holding SE

ISIN: CH1305135290 Security: 130513529 Symbol: PAH1QZ Life cycle
Secondary market

Bid Price 0.12

Ask Price 0.13

Currency CHF

Exchange SIX Structured Products

Volume 425'000.00

Volume 425'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 31.01.2024
Key Information Document DE 31.01.2024
Key Information Document EN 31.01.2024
Key Information Document FR 31.01.2024
Key Information Document IT 31.01.2024

Price data

  Bid Ask
Price 0.12 0.13
Volume 425'000.00 425'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.13
Change -7.14% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 15.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date07.02.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue +25.00%
Year to date (YTD) n.a.
1 month -27.78%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.10
Underlying price on issue45.96
Premium0.11%
Premium p.a.0.17%
Leverage6.57
Implied volatility0.30

Reference data

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

Key figures

Premium 11.18%
Premium p.a. 17.44%
Leverage 15.67
Implied volatility 29.82%
Moneyness out-of-the-money
Leverage 6.5660
Delta 0.4191
Gamma 0.0014
Theta -0.0003
Rho 0.0035
Vega 0.0059
Fair value 0.13
Intrinsic value n.a.
Break-even 55.17
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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