Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 05.06.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 09.06.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -90.91% |
Year to date (YTD) | -86.36% |
1 month | n.a. |
3 months | -40.00% |
1 year | -88.46% |
3 years | n.a. |
Issue price | 0.11 |
Underlying price on issue | 46.42 |
Premium | 0.06% |
Premium p.a. | 1.02% |
Leverage | 24.30 |
Implied volatility | 0.29 |
ISIN | CH1268367203 |
Symbol | PUM6ZZ |
Security | 126836720 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | PUMA I, DE0006969603 |
Underlying ISIN | DE0006969603 |
Strike | 50.00 |
C/P type | call |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 50 |
Value day | 02.06.2023 |
Premium | 6.17% |
Premium p.a. | 102.35% |
Leverage | 92.34 |
Implied volatility | 28.72% |
Moneyness | out-of-the-money |
Leverage | 24.2974 |
Delta | 0.2631 |
Gamma | 0.0020 |
Theta | -0.0005 |
Rho | 0.0001 |
Vega | 0.0007 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 50.52 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
LOGITECH INT. | 91.54 |
Compagnie Financi... | 149.10 |
UBS | 28.29 |
KUEHNE & NAGEL | 269.50 |
Lonza Group | 504.60 |
Name | Price |
---|---|
Partners Group Ho... | 1'191.50 |
SWISSCOM N | 503.50 |
NOVARTIS N | 94.39 |
Swiss Re | 113.00 |
Givaudan | 4'341.00 |