Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 10.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 27.07.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -95.83% |
Year to date (YTD) | -75.00% |
1 month | n.a. |
3 months | -66.67% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.24 |
Underlying price on issue | 955.20 |
Premium | 0.28% |
Premium p.a. | 2.67% |
Leverage | 12.95 |
Implied volatility | 0.55 |
ISIN | CH1268378770 |
Symbol | PGH8NZ |
Security | 126837877 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Part Grp Hldg N, CH0024608827 |
Underlying ISIN | CH0024608827 |
Strike | 920.00 |
C/P type | put |
Subscription ratio | 400.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 400 |
Value day | 20.07.2023 |
Premium | 27.79% |
Premium p.a. | 266.92% |
Leverage | 317.13 |
Implied volatility | 55.14% |
Moneyness | out-of-the-money |
Leverage | 12.9534 |
Delta | -0.0408 |
Gamma | 0.0000 |
Theta | -0.0007 |
Rho | -0.0001 |
Vega | 0.0009 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 916.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 47.98 |
LOGITECH INT. | 83.34 |
Partners Group Ho... | 1'270.50 |
Sika AG | 283.30 |
Holcim | 78.90 |
Name | Price |
---|---|
SONOVA HLDG N | 280.30 |
Nestlé SA | 95.60 |
SWISSCOM N | 500.50 |
Swiss Re | 109.65 |
UBS | 27.44 |