Last price paid | 0.13 | |
Change | -23.53% [ -0.04 ] | |
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 | +187.50% |
Year to date (YTD) | n.a. |
1 month | +188.89% |
3 months | +85.71% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.04 |
Underlying price on issue | 37.52 |
Premium | 0.02% |
Premium p.a. | 0.21% |
Leverage | 6.19 |
Implied volatility | 0.56 |
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 | 2.07% |
Premium p.a. | 21.03% |
Leverage | 8.41 |
Implied volatility | 55.77% |
Moneyness | in-the-money |
Leverage | 6.1880 |
Delta | 0.7359 |
Gamma | 0.0008 |
Theta | -0.0006 |
Rho | 0.0004 |
Vega | 0.0010 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 49.80 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 48.71 |
LOGITECH INT. | 87.34 |
Swiss Re | 112.00 |
Compagnie Financi... | 141.80 |
UBS | 27.84 |
Name | Price |
---|---|
Nestlé SA | 93.80 |
Partners Group Ho... | 1'250.50 |
SWISSCOM N | 495.20 |
KUEHNE & NAGEL | 244.50 |
Holcim | 78.98 |