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 |
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 | -96.07% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | -86.67% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.14 |
Underlying price on issue | 46.99 |
Premium | 0.35% |
Premium p.a. | 1.25% |
Leverage | 11.65 |
Implied volatility | 0.38 |
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 |
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. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 49.54 |
Givaudan | 4'631.00 |
Compagnie Financi... | 120.65 |
Sika AG | 275.50 |
Holcim | 84.22 |
Name | Price |
---|---|
LOGITECH INT. | 72.40 |
UBS | 25.80 |
Partners Group Ho... | 1'233.00 |
Lonza Group | 534.80 |
Swiss Life Hldg | 713.60 |