Last price paid | 0.085 | |
Change | +6.25% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 10.05.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 03.04.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -46.67% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.15 |
Underlying price on issue | 1'288.50 |
Premium | 0.19% |
Premium p.a. | 0.29% |
Leverage | 9.03 |
Implied volatility | 0.26 |
ISIN | CH1305148657 |
Symbol | PGHF0Z |
Security | 130514865 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Part Grp Hldg N, CH0024608827 |
Underlying ISIN | CH0024608827 |
Strike | 1'440.00 |
C/P type | call |
Subscription ratio | 400.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 400 |
Value day | 25.03.2024 |
Premium | 18.85% |
Premium p.a. | 28.91% |
Leverage | 38.70 |
Implied volatility | 25.78% |
Moneyness | out-of-the-money |
Leverage | 9.0325 |
Delta | 0.2334 |
Gamma | 0.0000 |
Theta | -0.0004 |
Rho | 0.0036 |
Vega | 0.0075 |
Fair value | 0.08 |
Intrinsic value | n.a. |
Break-even | 1'472.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
LOGITECH INT. | 78.16 |
ABB Ltd | 47.81 |
Givaudan | 4'104.00 |
ROCHE GS | 227.80 |
Alcon AG | 74.34 |
Name | Price |
---|---|
Holcim | 78.26 |
Lonza Group | 516.40 |
Partners Group Ho... | 1'238.50 |
Swiss Re | 104.85 |
SONOVA HLDG N | 267.70 |