Last price paid | 0.01 | |
Change | -33.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 25.01.2024 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 | -90.83% |
Year to date (YTD) | -77.78% |
1 month | -77.78% |
3 months | -88.89% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.06 |
Underlying price on issue | 46.42 |
Premium | 0.26% |
Premium p.a. | 2.59% |
Leverage | 14.38 |
Implied volatility | 0.51 |
ISIN | CH1268367161 |
Symbol | PUMK8Z |
Security | 126836716 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | PUMA I, DE0006969603 |
Underlying ISIN | DE0006969603 |
Strike | 60.00 |
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 | 25.55% |
Premium p.a. | 259.07% |
Leverage | 172.95 |
Implied volatility | 51.34% |
Moneyness | out-of-the-money |
Leverage | 14.3788 |
Delta | 0.0831 |
Gamma | 0.0004 |
Theta | -0.0003 |
Rho | 0.0001 |
Vega | 0.0005 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 60.28 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 297.10 |
ABB Ltd | 48.96 |
LOGITECH INT. | 87.70 |
Swiss Life Hldg | 624.40 |
Givaudan | 4'230.00 |
Name | Price |
---|---|
Nestlé SA | 93.32 |
KUEHNE & NAGEL | 243.30 |
SWISSCOM N | 493.60 |
NOVARTIS N | 92.70 |
Partners Group Ho... | 1'257.00 |