Last price paid | 0.16 | |
Change | +6.67% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 29.05.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 15.12.2023 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | +19.23% |
Year to date (YTD) | +6.67% |
1 month | -27.27% |
3 months | -33.33% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.13 |
Underlying price on issue | 56.52 |
Premium | 0.07% |
Premium p.a. | 0.12% |
Leverage | 3.14 |
Implied volatility | 0.40 |
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 |
Premium | 7.27% |
Premium p.a. | 12.07% |
Leverage | 6.01 |
Implied volatility | 40.49% |
Moneyness | in-the-money |
Leverage | 3.1358 |
Delta | -0.5215 |
Gamma | 0.0005 |
Theta | -0.0002 |
Rho | -0.0039 |
Vega | 0.0029 |
Fair value | 0.07 |
Intrinsic value | n.a. |
Break-even | 44.09 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |