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ZKB Put Warrant auf
PUMA SE

ISIN: CH1305135373 Security: 130513537 Symbol: PUMDNZ Life cycle
Secondary market

Bid Price 0.03

Ask Price 0.04

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 23.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 31.01.2024
Key Information Document DE 31.01.2024
Key Information Document EN 31.01.2024
Key Information Document FR 31.01.2024
Key Information Document IT 31.01.2024

Price data

  Bid Ask
Price 0.03 0.04
Volume 1'000'000.00 250'000.00
Date/time 23.05.24 17:15 23.05.24 17:15

Current data

Last price paid 0.035
Change -12.50% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 10.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date07.02.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -68.18%
Year to date (YTD) n.a.
1 month n.a.
3 months -58.82%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.11
Underlying price on issue37.51
Premium0.29%
Premium p.a.0.47%
Leverage4.31
Implied volatility0.47

Reference data

ISIN CH1305135373
Symbol PUMDNZ
Security 130513537
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying PUMA I, DE0006969603
Underlying ISIN DE0006969603
Strike 36.00
C/P type put
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 50
Value day 31.01.2024

Key figures

Premium 29.05%
Premium p.a. 46.51%
Leverage 27.29
Implied volatility 46.67%
Moneyness out-of-the-money
Leverage 4.3061
Delta -0.1578
Gamma 0.0003
Theta -0.0002
Rho -0.0010
Vega 0.0018
Fair value 0.04
Intrinsic value n.a.
Break-even 34.23
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

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