Last price paid | 0.09 | |
Change | +5.88% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 03.06.2024 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 | +137.50% |
Year to date (YTD) | n.a. |
1 month | +50.00% |
3 months | +38.46% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.04 |
Underlying price on issue | 37.52 |
Premium | 0.01% |
Premium p.a. | 0.22% |
Leverage | 8.00 |
Implied volatility | 0.43 |
ISIN | CH1305135332 |
Symbol | PUM6DZ |
Security | 130513533 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | PUMA I, DE0006969603 |
Underlying ISIN | DE0006969603 |
Strike | 44.00 |
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 | 1.50% |
Premium p.a. | 21.85% |
Leverage | 9.89 |
Implied volatility | 43.30% |
Moneyness | in-the-money |
Leverage | 7.9965 |
Delta | 0.8089 |
Gamma | 0.0010 |
Theta | -0.0007 |
Rho | 0.0005 |
Vega | 0.0007 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 48.87 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Nestlé SA | 96.46 |
ABB Ltd | 49.79 |
ROCHE GS | 232.10 |
SWISSCOM N | 500.00 |
GEBERIT N | 552.20 |
Name | Price |
---|---|
LOGITECH INT. | 87.38 |
Swiss Re | 113.55 |
Sika AG | 270.90 |
SONOVA HLDG N | 283.00 |
Givaudan | 4'214.00 |