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ZKB Call Warrant auf
PUMA SE

ISIN: CH1281050570 Security: 128105057 Symbol: PUMZLZ Life cycle
Secondary market

Bid Price 0.065

Ask Price 0.075

Currency CHF

Exchange SIX Structured Products

Volume 775'000.00

Volume 400'000.00

Date/time (delayed) 17.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 08.12.2023
Key Information Document DE 08.12.2023
Key Information Document EN 08.12.2023
Key Information Document FR 08.12.2023
Key Information Document IT 08.12.2023

Price data

  Bid Ask
Price 0.065 0.075
Volume 775'000.00 400'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

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

Life cycle

Fixing20.12.2024
Settlement date15.12.2023
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

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.

Key figures on issue

Issue price0.17
Underlying price on issue56.53
Premium0.24%
Premium p.a.0.37%
Leverage5.41
Implied volatility0.39

Reference data

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

Key figures

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.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

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