Last price paid | 0.075 | |
Change | +7.14% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 29.05.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 12.01.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -37.50% |
Year to date (YTD) | n.a. |
1 month | -37.50% |
3 months | -42.31% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.12 |
Underlying price on issue | 46.97 |
Premium | 0.14% |
Premium p.a. | 0.25% |
Leverage | 4.04 |
Implied volatility | 0.41 |
ISIN | CH1305129616 |
Symbol | PUMZRZ |
Security | 130512961 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | PUMA I, DE0006969603 |
Underlying ISIN | DE0006969603 |
Strike | 44.00 |
C/P type | put |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 50 |
Value day | 05.01.2024 |
Premium | 14.47% |
Premium p.a. | 24.56% |
Leverage | 12.16 |
Implied volatility | 40.87% |
Moneyness | out-of-the-money |
Leverage | 4.0366 |
Delta | -0.3320 |
Gamma | 0.0005 |
Theta | -0.0002 |
Rho | -0.0022 |
Vega | 0.0025 |
Fair value | 0.08 |
Intrinsic value | n.a. |
Break-even | 40.14 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 266.30 |
ABB Ltd | 50.22 |
LOGITECH INT. | 89.00 |
Compagnie Financi... | 146.80 |
NOVARTIS N | 94.50 |
Name | Price |
---|---|
Nestlé SA | 97.72 |
UBS | 27.95 |
GEBERIT N | 552.80 |
ROCHE GS | 236.10 |
SWISSCOM N | 507.00 |