Last price paid | 0.07 | |
Change | +16.67% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.05.2024 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 | -58.82% |
Year to date (YTD) | -26.32% |
1 month | n.a. |
3 months | +100.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.17 |
Underlying price on issue | 56.53 |
Premium | 0.24% |
Premium p.a. | 0.37% |
Leverage | 5.41 |
Implied volatility | 0.39 |
ISIN | CH1281050570 |
Symbol | PUMZLZ |
Security | 128105057 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | PUMA I, DE0006969603 |
Underlying ISIN | DE0006969603 |
Strike | 60.00 |
C/P type | call |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 50 |
Value day | 08.12.2023 |
Premium | 23.58% |
Premium p.a. | 36.79% |
Leverage | 14.50 |
Implied volatility | 39.16% |
Moneyness | out-of-the-money |
Leverage | 5.4136 |
Delta | 0.3734 |
Gamma | 0.0005 |
Theta | -0.0003 |
Rho | 0.0019 |
Vega | 0.0030 |
Fair value | 0.07 |
Intrinsic value | n.a. |
Break-even | 63.55 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.75 |
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Givaudan | 4'180.00 |
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LOGITECH INT. | 82.40 |
Name | Price |
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Swiss Life Hldg | 626.60 |
SONOVA HLDG N | 291.20 |
Partners Group Ho... | 1'258.00 |
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