Last price paid | 0.12 | |
Change | +60.00% [ +0.05 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 08.05.2024 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 | -10.71% |
Year to date (YTD) | n.a. |
1 month | +100.00% |
3 months | +100.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.14 |
Underlying price on issue | 46.99 |
Premium | 0.12% |
Premium p.a. | 0.19% |
Leverage | 4.45 |
Implied volatility | 0.38 |
ISIN | CH1305129590 |
Symbol | PUMS3Z |
Security | 130512959 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
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 | 05.01.2024 |
Premium | 12.49% |
Premium p.a. | 18.77% |
Leverage | 7.83 |
Implied volatility | 38.37% |
Moneyness | in-the-money |
Leverage | 4.4517 |
Delta | 0.5686 |
Gamma | 0.0005 |
Theta | -0.0003 |
Rho | 0.0027 |
Vega | 0.0031 |
Fair value | 0.12 |
Intrinsic value | n.a. |
Break-even | 56.40 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Nestlé SA | 94.20 |
GEBERIT N | 549.60 |
ABB Ltd | 46.57 |
Lonza Group | 526.40 |
KUEHNE & NAGEL | 250.50 |
Name | Price |
---|---|
UBS | 26.33 |
Alcon AG | 72.94 |
SONOVA HLDG N | 266.80 |
Partners Group Ho... | 1'237.50 |
Swiss Life Hldg | 639.60 |