Last price paid | 0.22 | |
Change | +4.76% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 10.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 07.02.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +221.43% |
Year to date (YTD) | n.a. |
1 month | +144.44% |
3 months | +158.82% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.07 |
Underlying price on issue | 37.52 |
Premium | 0.01% |
Premium p.a. | 0.12% |
Leverage | 3.74 |
Implied volatility | 0.73 |
ISIN | CH1305135316 |
Symbol | PUM25Z |
Security | 130513531 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | PUMA I, DE0006969603 |
Underlying ISIN | DE0006969603 |
Strike | 40.00 |
C/P type | call |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 50 |
Value day | 31.01.2024 |
Premium | 1.47% |
Premium p.a. | 11.70% |
Leverage | 4.42 |
Implied volatility | 73.13% |
Moneyness | in-the-money |
Leverage | 3.7422 |
Delta | 0.8473 |
Gamma | 0.0004 |
Theta | -0.0005 |
Rho | 0.0005 |
Vega | 0.0008 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 51.49 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Alcon AG | 74.50 |
ROCHE GS | 227.80 |
Givaudan | 4'097.00 |
ABB Ltd | 47.62 |
SWISSCOM N | 505.50 |
Name | Price |
---|---|
Swiss Re | 104.60 |
Partners Group Ho... | 1'242.00 |
Lonza Group | 516.80 |
KUEHNE & NAGEL | 246.90 |
SONOVA HLDG N | 268.30 |