Last price paid | 0.035 | |
Change | -12.50% [ 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 | 07.02.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -72.73% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | -58.82% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.11 |
Underlying price on issue | 37.51 |
Premium | 0.33% |
Premium p.a. | 0.51% |
Leverage | 4.28 |
Implied volatility | 0.48 |
ISIN | CH1305135373 |
Symbol | PUMDNZ |
Security | 130513537 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | PUMA I, DE0006969603 |
Underlying ISIN | DE0006969603 |
Strike | 36.00 |
C/P type | put |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 50 |
Value day | 31.01.2024 |
Premium | 32.95% |
Premium p.a. | 50.53% |
Leverage | 33.47 |
Implied volatility | 48.23% |
Moneyness | out-of-the-money |
Leverage | 4.2756 |
Delta | -0.1277 |
Gamma | 0.0002 |
Theta | -0.0002 |
Rho | -0.0009 |
Vega | 0.0017 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 34.46 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Givaudan | 4'098.00 |
SWISSCOM N | 506.50 |
Alcon AG | 74.24 |
UBS | 27.16 |
ROCHE GS | 226.60 |
Name | Price |
---|---|
Partners Group Ho... | 1'241.50 |
Lonza Group | 518.40 |
Swiss Re | 105.50 |
Compagnie Financi... | 135.00 |
LOGITECH INT. | 76.80 |