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ZKB Put Warrant auf
PUMA SE

ISIN: CH1281050638 Security: 128105063 Symbol: PUM7HZ Life cycle
Secondary market

Bid Price 0.12

Ask Price 0.13

Currency CHF

Exchange SIX Structured Products

Volume 425'000.00

Volume 425'000.00

Date/time (delayed) 17.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 08.12.2023
Key Information Document DE 08.12.2023
Key Information Document EN 08.12.2023
Key Information Document FR 08.12.2023
Key Information Document IT 08.12.2023

Price data

  Bid Ask
Price 0.12 0.13
Volume 425'000.00 425'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.12
Change -7.69% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 15.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date15.12.2023
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -3.85%
Year to date (YTD) -20.00%
1 month -53.85%
3 months -52.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.13
Underlying price on issue56.52
Premium0.11%
Premium p.a.0.17%
Leverage3.57
Implied volatility0.38

Reference data

ISIN CH1281050638
Symbol PUM7HZ
Security 128105063
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying PUMA I, DE0006969603
Underlying ISIN DE0006969603
Strike 52.00
C/P type put
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 50
Value day 08.12.2023

Key figures

Premium 11.19%
Premium p.a. 17.45%
Leverage 8.12
Implied volatility 38.48%
Moneyness in-the-money
Leverage 3.5748
Delta -0.4403
Gamma 0.0005
Theta -0.0002
Rho -0.0030
Vega 0.0032
Fair value 0.11
Intrinsic value n.a.
Break-even 45.67
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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