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ZKB Put Warrant auf
PUMA SE

ISIN: CH1305129616 Security: 130512961 Symbol: PUMZRZ Life cycle
Secondary market

Bid Price 0.07

Ask Price 0.08

Currency CHF

Exchange SIX Structured Products

Volume 725'000.00

Volume 375'000.00

Date/time (delayed) 23.05.2024 11:25:27

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 05.01.2024
Key Information Document DE 05.01.2024
Key Information Document EN 05.01.2024
Key Information Document FR 05.01.2024
Key Information Document IT 05.01.2024

Price data

  Bid Ask
Price 0.07 0.08
Volume 725'000.00 375'000.00
Date/time 23.05.24 11:25 23.05.24 11:25

Current data

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

Life cycle

Fixing20.12.2024
Settlement date12.01.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

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.

Key figures on issue

Issue price0.12
Underlying price on issue46.97
Premium0.16%
Premium p.a.0.26%
Leverage4.08
Implied volatility0.40

Reference data

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

Key figures

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.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

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