Last price paid | 0.39 | |
Change | +18.18% [ +0.06 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 15.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 13.09.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +132.35% |
Year to date (YTD) | +5.41% |
1 month | -7.14% |
3 months | +14.71% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.17 |
Underlying price on issue | 1'023.50 |
Premium | 0.00% |
Premium p.a. | 0.01% |
Leverage | 7.23 |
Implied volatility | 0.42 |
ISIN | CH1268386856 |
Symbol | PGH71Z |
Security | 126838685 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Part Grp Hldg N, CH0024608827 |
Underlying ISIN | CH0024608827 |
Strike | 1'120.00 |
C/P type | call |
Subscription ratio | 400.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 400 |
Value day | 06.09.2023 |
Premium | 0.16% |
Premium p.a. | 1.33% |
Leverage | 8.08 |
Implied volatility | 42.06% |
Moneyness | in-the-money |
Leverage | 7.2265 |
Delta | 0.8948 |
Gamma | 0.0000 |
Theta | -0.0004 |
Rho | 0.0006 |
Vega | 0.0016 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 1'278.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 107.65 |
ZURICH INSURANCE | 469.10 |
ROCHE GS | 234.80 |
LOGITECH INT. | 81.60 |
Swiss Life Hldg | 662.60 |
Name | Price |
---|---|
Holcim | 78.44 |
ABB Ltd | 47.65 |
UBS | 27.42 |
Lonza Group | 527.40 |
NOVARTIS N | 92.62 |