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ZKB Call Warrant auf
PUMA SE

ISIN: CH1305153749 Security: 130515374 Symbol: PUMD4Z Life cycle
Secondary market

Bid Price 0.06

Ask Price 0.07

Currency CHF

Exchange SIX Structured Products

Volume 850'000.00

Volume 425'000.00

Date/time (delayed) 24.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 24.04.2024
Key Information Document DE 24.04.2024
Key Information Document EN 24.04.2024
Key Information Document FR 24.04.2024
Key Information Document IT 24.04.2024

Price data

  Bid Ask
Price 0.06 0.07
Volume 850'000.00 425'000.00
Date/time 24.05.24 17:15 24.05.24 17:15

Current data

Last price paid 0.07
Change -6.67% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 24.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date02.05.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +62.50%
Year to date (YTD) n.a.
1 month n.a.
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.04
Underlying price on issue42.70
Premium0.03%
Premium p.a.0.34%
Leverage9.57
Implied volatility0.38

Reference data

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

Key figures

Premium 3.24%
Premium p.a. 33.77%
Leverage 14.57
Implied volatility 38.04%
Moneyness in-the-money
Leverage 9.5664
Delta 0.6565
Gamma 0.0013
Theta -0.0006
Rho 0.0005
Vega 0.0011
Fair value 0.03
Intrinsic value n.a.
Break-even 49.28
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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