Last price paid | 0.21 | |
Change | -12.50% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.05.2024 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 | +150.00% |
Year to date (YTD) | n.a. |
1 month | +133.33% |
3 months | +90.91% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.07 |
Underlying price on issue | 37.52 |
Premium | 0.02% |
Premium p.a. | 0.22% |
Leverage | 4.28 |
Implied volatility | 0.78 |
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 | 2.18% |
Premium p.a. | 22.12% |
Leverage | 5.41 |
Implied volatility | 77.86% |
Moneyness | in-the-money |
Leverage | 4.2816 |
Delta | 0.7921 |
Gamma | 0.0005 |
Theta | -0.0007 |
Rho | 0.0004 |
Vega | 0.0008 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 48.84 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 297.40 |
ABB Ltd | 48.97 |
LOGITECH INT. | 87.78 |
Givaudan | 4'233.00 |
Swiss Life Hldg | 624.20 |
Name | Price |
---|---|
Nestlé SA | 93.38 |
KUEHNE & NAGEL | 243.40 |
SWISSCOM N | 494.00 |
Partners Group Ho... | 1'256.00 |
NOVARTIS N | 92.73 |