Last price paid | 0.065 | |
Change | -7.14% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.05.2024 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 | -53.57% |
3 months | -56.67% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.12 |
Underlying price on issue | 46.97 |
Premium | 0.16% |
Premium p.a. | 0.26% |
Leverage | 4.08 |
Implied volatility | 0.40 |
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 | 16.20% |
Premium p.a. | 25.93% |
Leverage | 12.68 |
Implied volatility | 39.66% |
Moneyness | out-of-the-money |
Leverage | 4.0803 |
Delta | -0.3217 |
Gamma | 0.0005 |
Theta | -0.0002 |
Rho | -0.0020 |
Vega | 0.0027 |
Fair value | 0.08 |
Intrinsic value | n.a. |
Break-even | 40.22 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 48.79 |
UBS | 27.96 |
Swiss Re | 111.90 |
LOGITECH INT. | 87.22 |
ROCHE GS | 234.30 |
Name | Price |
---|---|
Partners Group Ho... | 1'248.00 |
Nestlé SA | 94.08 |
KUEHNE & NAGEL | 243.40 |
SWISSCOM N | 496.40 |
Holcim | 79.10 |