Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 19.06.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 02.05.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -73.75% |
Year to date (YTD) | n.a. |
1 month | -88.46% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.04 |
Underlying price on issue | 42.70 |
Premium | 0.06% |
Premium p.a. | 2.90% |
Leverage | 23.36 |
Implied volatility | 0.51 |
ISIN | CH1305153749 |
Symbol | PUMD4Z |
Security | 130515374 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | PUMA I, DE0006969603 |
Underlying ISIN | DE0006969603 |
Strike | 46.00 |
C/P type | call |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 50 |
Value day | 24.04.2024 |
Premium | 5.56% |
Premium p.a. | 289.76% |
Leverage | 80.08 |
Implied volatility | 51.17% |
Moneyness | out-of-the-money |
Leverage | 23.3570 |
Delta | 0.2917 |
Gamma | 0.0023 |
Theta | -0.0015 |
Rho | 0.0000 |
Vega | 0.0004 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 46.55 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
Name | Price |
---|---|
KUEHNE & NAGEL | 262.30 |
Lonza Group | 488.90 |
Sika AG | 259.70 |
LOGITECH INT. | 87.54 |
NOVARTIS N | 96.65 |
Name | Price |
---|---|
Compagnie Financi... | 143.55 |
ZURICH INSURANCE | 482.80 |
Holcim | 78.30 |
Swiss Re | 112.60 |
Swiss Life Hldg | 654.80 |