Last price paid | 0.05 | |
Change | +11.11% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 10.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 09.06.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -54.55% |
Year to date (YTD) | -54.55% |
1 month | n.a. |
3 months | +150.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.11 |
Underlying price on issue | 46.42 |
Premium | 0.04% |
Premium p.a. | 0.30% |
Leverage | 10.59 |
Implied volatility | 0.35 |
ISIN | CH1268367203 |
Symbol | PUM6ZZ |
Security | 126836720 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | PUMA I, DE0006969603 |
Underlying ISIN | DE0006969603 |
Strike | 50.00 |
C/P type | call |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 50 |
Value day | 02.06.2023 |
Premium | 3.78% |
Premium p.a. | 29.98% |
Leverage | 19.83 |
Implied volatility | 35.02% |
Moneyness | in-the-money |
Leverage | 10.5868 |
Delta | 0.5338 |
Gamma | 0.0013 |
Theta | -0.0004 |
Rho | 0.0005 |
Vega | 0.0014 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 52.55 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
LOGITECH INT. | 78.16 |
ABB Ltd | 47.81 |
Givaudan | 4'104.00 |
ROCHE GS | 227.80 |
Alcon AG | 74.34 |
Name | Price |
---|---|
Partners Group Ho... | 1'238.50 |
Swiss Re | 104.85 |
Lonza Group | 516.40 |
SONOVA HLDG N | 267.70 |
Holcim | 78.26 |