Last price paid | 0.05 | |
Change | -33.33% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 08.05.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 12.03.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -59.09% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.11 |
Underlying price on issue | 40.52 |
Premium | 0.25% |
Premium p.a. | 0.37% |
Leverage | 4.29 |
Implied volatility | 0.43 |
ISIN | CH1305142775 |
Symbol | PUM3YZ |
Security | 130514277 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | PUMA I, DE0006969603 |
Underlying ISIN | DE0006969603 |
Strike | 40.00 |
C/P type | put |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 50 |
Value day | 05.03.2024 |
Premium | 24.82% |
Premium p.a. | 37.28% |
Leverage | 21.75 |
Implied volatility | 42.90% |
Moneyness | out-of-the-money |
Leverage | 4.2882 |
Delta | -0.1971 |
Gamma | 0.0003 |
Theta | -0.0002 |
Rho | -0.0014 |
Vega | 0.0022 |
Fair value | 0.05 |
Intrinsic value | n.a. |
Break-even | 37.70 |
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 |