Last price paid | 0.67 | |
Change | -6.94% [ -0.05 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 26.05.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +375.00% |
Year to date (YTD) | +11.67% |
1 month | +6.35% |
3 months | +9.84% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.14 |
Underlying price on issue | 862.70 |
Premium | 0.01% |
Premium p.a. | 0.06% |
Leverage | 4.11 |
Implied volatility | 0.73 |
ISIN | CH1250736001 |
Symbol | PGH31Z |
Security | 125073600 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Part Grp Hldg N, CH0024608827 |
Underlying ISIN | CH0024608827 |
Strike | 1'000.00 |
C/P type | call |
Subscription ratio | 400.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 400 |
Value day | 19.05.2023 |
Premium | 0.64% |
Premium p.a. | 5.53% |
Leverage | 4.73 |
Implied volatility | 72.93% |
Moneyness | in-the-money |
Leverage | 4.1105 |
Delta | 0.8691 |
Gamma | 0.0000 |
Theta | -0.0010 |
Rho | 0.0009 |
Vega | 0.0020 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 1'266.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.75 |
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