Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 18.03.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 19.06.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -83.33% |
Year to date (YTD) | -57.14% |
1 month | n.a. |
3 months | -66.67% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.06 |
Underlying price on issue | 50.84 |
Premium | 0.38% |
Premium p.a. | 5.57% |
Leverage | 9.98 |
Implied volatility | 0.88 |
ISIN | CH1268369605 |
Symbol | PUMRRZ |
Security | 126836960 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | PUMA I, DE0006969603 |
Underlying ISIN | DE0006969603 |
Strike | 66.00 |
C/P type | call |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 50 |
Value day | 12.06.2023 |
Premium | 38.14% |
Premium p.a. | 556.79% |
Leverage | 93.92 |
Implied volatility | 87.73% |
Moneyness | out-of-the-money |
Leverage | 9.9758 |
Delta | 0.1062 |
Gamma | 0.0003 |
Theta | -0.0008 |
Rho | 0.0001 |
Vega | 0.0005 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 66.51 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Nestlé SA | 96.46 |
ABB Ltd | 49.79 |
ROCHE GS | 232.10 |
SWISSCOM N | 500.00 |
GEBERIT N | 552.20 |
Name | Price |
---|---|
LOGITECH INT. | 87.38 |
Swiss Re | 113.55 |
Sika AG | 270.90 |
SONOVA HLDG N | 283.00 |
Givaudan | 4'214.00 |