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ZKB Put Warrant auf
PUMA SE

ISIN: CH1305129616 Security: 130512961 Symbol: PUMZRZ Life cycle
Secondary market

Bid Price 0.06

Ask Price 0.07

Currency CHF

Exchange SIX Structured Products

Volume 925'000.00

Volume 475'000.00

Date/time (delayed) 10.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 05.01.2024
Key Information Document DE 05.01.2024
Key Information Document EN 05.01.2024
Key Information Document FR 05.01.2024
Key Information Document IT 05.01.2024

Price data

  Bid Ask
Price 0.06 0.07
Volume 925'000.00 475'000.00
Date/time 10.05.24 17:15 10.05.24 17:15

Current data

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

Life cycle

Fixing20.12.2024
Settlement date12.01.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

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.

Key figures on issue

Issue price0.12
Underlying price on issue46.97
Premium0.20%
Premium p.a.0.30%
Leverage4.04
Implied volatility0.42

Reference data

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

Key figures

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.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

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