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ZKB Call Warrant auf
Porsche Automobil Holding SE

ISIN: CH1305147717 Security: 130514771 Symbol: PAH7HZ Life cycle
Secondary market

Bid Price 0.055

Ask Price 0.065

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 500'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 20.03.2024
Key Information Document DE 20.03.2024
Key Information Document EN 20.03.2024
Key Information Document FR 20.03.2024
Key Information Document IT 20.03.2024

Price data

  Bid Ask
Price 0.055 0.065
Volume 1'000'000.00 500'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.065
Change -7.14% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 16.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date27.03.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -45.45%
Year to date (YTD) n.a.
1 month -35.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.11
Underlying price on issue48.57
Premium0.04%
Premium p.a.0.33%
Leverage13.16
Implied volatility0.37

Reference data

ISIN CH1305147717
Symbol PAH7HZ
Security 130514771
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Porsche A Hldg Vz I, DE000PAH0038
Underlying ISIN DE000PAH0038
Strike 50.00
C/P type call
Subscription ratio 25.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 25
Value day 20.03.2024

Key figures

Premium 3.79%
Premium p.a. 32.91%
Leverage 32.66
Implied volatility 36.74%
Moneyness out-of-the-money
Leverage 13.1638
Delta 0.4031
Gamma 0.0031
Theta -0.0005
Rho 0.0005
Vega 0.0024
Fair value 0.06
Intrinsic value n.a.
Break-even 51.52
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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