Last price paid | 0.18 | |
Change | -5.26% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 05.06.2024 17:20 |
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 | +85.00% |
Year to date (YTD) | n.a. |
1 month | +28.57% |
3 months | +50.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.10 |
Underlying price on issue | 37.52 |
Premium | 0.08% |
Premium p.a. | 0.14% |
Leverage | 3.68 |
Implied volatility | 0.41 |
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 | 7.96% |
Premium p.a. | 13.58% |
Leverage | 5.00 |
Implied volatility | 41.42% |
Moneyness | in-the-money |
Leverage | 3.6842 |
Delta | 0.7370 |
Gamma | 0.0004 |
Theta | -0.0003 |
Rho | 0.0029 |
Vega | 0.0023 |
Fair value | 0.07 |
Intrinsic value | n.a. |
Break-even | 51.55 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
LOGITECH INT. | 91.70 |
UBS | 28.32 |
Compagnie Financi... | 148.45 |
Lonza Group | 504.00 |
KUEHNE & NAGEL | 268.90 |
Name | Price |
---|---|
Partners Group Ho... | 1'190.50 |
SWISSCOM N | 503.00 |
NOVARTIS N | 94.42 |
Swiss Re | 112.80 |
Nestlé SA | 97.88 |