Last price paid | 0.15 | |
Change | +7.14% [ +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 | +287.50% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | +172.73% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.04 |
Underlying price on issue | 37.52 |
Premium | 0.02% |
Premium p.a. | 0.13% |
Leverage | 5.07 |
Implied volatility | 0.55 |
ISIN | CH1305135332 |
Symbol | PUM6DZ |
Security | 130513533 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | PUMA I, DE0006969603 |
Underlying ISIN | DE0006969603 |
Strike | 44.00 |
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 | 1.80% |
Premium p.a. | 13.41% |
Leverage | 6.43 |
Implied volatility | 54.95% |
Moneyness | in-the-money |
Leverage | 5.0691 |
Delta | 0.7887 |
Gamma | 0.0006 |
Theta | -0.0004 |
Rho | 0.0006 |
Vega | 0.0010 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 51.94 |
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 |