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ZKB Call Warrant auf
PUMA SE

ISIN: CH1305129590 Security: 130512959 Symbol: PUMS3Z Life cycle
Secondary market

Bid Price 0.001

Ask Price 0.01

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 25.09.2024 01:03:02

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 0.001 0.01
Volume 1'000'000.00 250'000.00
Date/time 25.09.24 13:03 25.09.24 13:03

Current data

Last price paid 0.01
Change -66.67% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 07.08.2024 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 -96.07%
Year to date (YTD) n.a.
1 month n.a.
3 months -86.67%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.14
Underlying price on issue46.99
Premium0.35%
Premium p.a.1.25%
Leverage11.65
Implied volatility0.38

Reference data

ISIN CH1305129590
Symbol PUMS3Z
Security 130512959
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying PUMA I, DE0006969603
Underlying ISIN DE0006969603
Strike 50.00
C/P type call
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 35.41%
Premium p.a. 125.46%
Leverage 128.32
Implied volatility 37.72%
Moneyness out-of-the-money
Leverage 11.6470
Delta 0.0908
Gamma 0.0005
Theta -0.0001
Rho 0.0002
Vega 0.0006
Fair value 0.01
Intrinsic value n.a.
Break-even 50.29
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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