Last price paid | 0.16 | |
Change | -5.88% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 05.06.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 07.02.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +121.43% |
Year to date (YTD) | n.a. |
1 month | +45.45% |
3 months | +77.78% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.07 |
Underlying price on issue | 37.52 |
Premium | 0.02% |
Premium p.a. | 0.25% |
Leverage | 5.08 |
Implied volatility | 0.70 |
ISIN | CH1305135316 |
Symbol | PUM25Z |
Security | 130513531 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | PUMA I, DE0006969603 |
Underlying ISIN | DE0006969603 |
Strike | 40.00 |
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 | 1.53% |
Premium p.a. | 25.46% |
Leverage | 5.92 |
Implied volatility | 69.74% |
Moneyness | in-the-money |
Leverage | 5.0795 |
Delta | 0.8583 |
Gamma | 0.0006 |
Theta | -0.0009 |
Rho | 0.0004 |
Vega | 0.0005 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 47.99 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
LOGITECH INT. | 92.78 |
Compagnie Financi... | 149.45 |
GEBERIT N | 562.60 |
UBS | 28.36 |
Sika AG | 276.70 |
Name | Price |
---|---|
Partners Group Ho... | 1'190.00 |
Swiss Re | 112.05 |
NOVARTIS N | 94.28 |
SWISSCOM N | 506.50 |
ZURICH INSURANCE | 474.70 |