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ZKB Call Warrant auf
PUMA SE

ISIN: CH1268367203 Security: 126836720 Symbol: PUM6ZZ Life cycle
Secondary market

Bid Price 0.045

Ask Price 0.055

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 13.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 02.06.2023
Key Information Document DE 02.06.2023
Key Information Document EN 02.06.2023
Key Information Document FR 02.06.2023
Key Information Document IT 02.06.2023

Price data

  Bid Ask
Price 0.045 0.055
Volume 1'000'000.00 250'000.00
Date/time 13.05.24 17:15 13.05.24 17:15

Current data

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

Life cycle

Fixing21.06.2024
Settlement date09.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

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.

Key figures on issue

Issue price0.11
Underlying price on issue46.42
Premium0.04%
Premium p.a.0.30%
Leverage10.59
Implied volatility0.35

Reference data

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

Key figures

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.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

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