Last price paid | 0.15 | |
Change | -11.76% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 25.09.2024 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 | +20.83% |
Year to date (YTD) | n.a. |
1 month | 0.00% |
3 months | +66.67% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.12 |
Underlying price on issue | 46.97 |
Premium | 0.01% |
Premium p.a. | 0.05% |
Leverage | 3.69 |
Implied volatility | 0.38 |
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 | 1.37% |
Premium p.a. | 4.86% |
Leverage | 4.81 |
Implied volatility | 38.06% |
Moneyness | in-the-money |
Leverage | 3.6920 |
Delta | -0.7670 |
Gamma | 0.0009 |
Theta | -0.0001 |
Rho | -0.0019 |
Vega | 0.0011 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 36.34 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Givaudan | 4'670.00 |
ABB Ltd | 49.73 |
Compagnie Financi... | 121.40 |
GEBERIT N | 563.00 |
Sika AG | 276.90 |
Name | Price |
---|---|
UBS | 25.60 |
KUEHNE & NAGEL | 233.60 |
Lonza Group | 533.40 |
LOGITECH INT. | 72.64 |
Swiss Life Hldg | 714.60 |