Last price paid | 0.07 | |
Change | -6.67% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 10.05.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 12.01.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -45.83% |
Year to date (YTD) | n.a. |
1 month | -46.15% |
3 months | -56.25% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.12 |
Underlying price on issue | 46.97 |
Premium | 0.20% |
Premium p.a. | 0.30% |
Leverage | 4.04 |
Implied volatility | 0.42 |
ISIN | CH1305129616 |
Symbol | PUMZRZ |
Security | 130512961 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | PUMA I, DE0006969603 |
Underlying ISIN | DE0006969603 |
Strike | 44.00 |
C/P type | put |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 50 |
Value day | 05.01.2024 |
Premium | 19.97% |
Premium p.a. | 30.25% |
Leverage | 15.26 |
Implied volatility | 41.53% |
Moneyness | out-of-the-money |
Leverage | 4.0441 |
Delta | -0.2649 |
Gamma | 0.0004 |
Theta | -0.0002 |
Rho | -0.0018 |
Vega | 0.0026 |
Fair value | 0.07 |
Intrinsic value | n.a. |
Break-even | 40.67 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 248.90 |
Swiss Re | 106.05 |
UBS | 26.95 |
Holcim | 81.60 |
NOVARTIS N | 92.32 |
Name | Price |
---|---|
Givaudan | 4'053.00 |
Lonza Group | 526.20 |
GEBERIT N | 550.60 |
ZURICH INSURANCE | 457.40 |
LOGITECH INT. | 77.02 |