Last price paid | 0.20 | |
Change | -9.09% [ -0.02 ] | |
Last traded volume | 2'580.00 Unit | |
Cumulative volume | 2'580.00 Unit | |
Date/time | 23.05.2024 11:13 |
Fixing | 20.12.2024 |
Settlement date | 07.02.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | +95.00% |
Year to date (YTD) | n.a. |
1 month | +83.33% |
3 months | +69.23% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.10 |
Underlying price on issue | 37.52 |
Premium | 0.09% |
Premium p.a. | 0.14% |
Leverage | 3.39 |
Implied volatility | 0.47 |
ISIN | CH1305135357 |
Symbol | PUMZ2Z |
Security | 130513535 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | PUMA I, DE0006969603 |
Underlying ISIN | DE0006969603 |
Strike | 42.00 |
C/P type | call |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 50 |
Value day | 31.01.2024 |
Premium | 8.63% |
Premium p.a. | 13.81% |
Leverage | 4.85 |
Implied volatility | 46.78% |
Moneyness | in-the-money |
Leverage | 3.3887 |
Delta | 0.6985 |
Gamma | 0.0004 |
Theta | -0.0003 |
Rho | 0.0027 |
Vega | 0.0025 |
Fair value | 0.08 |
Intrinsic value | n.a. |
Break-even | 51.84 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 48.84 |
LOGITECH INT. | 87.60 |
SONOVA HLDG N | 295.80 |
Swiss Life Hldg | 622.60 |
Givaudan | 4'215.00 |
Name | Price |
---|---|
Nestlé SA | 93.42 |
SWISSCOM N | 493.80 |
KUEHNE & NAGEL | 244.00 |
Partners Group Ho... | 1'256.00 |
NOVARTIS N | 92.89 |