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ZKB Put Warrant auf
PUMA SE

ISIN: CH1305142775 Security: 130514277 Symbol: PUM3YZ Life cycle
Secondary market

Bid Price 0.035

Ask Price 0.045

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 17.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 05.03.2024
Key Information Document DE 05.03.2024
Key Information Document EN 05.03.2024
Key Information Document FR 05.03.2024
Key Information Document IT 05.03.2024

Price data

  Bid Ask
Price 0.035 0.045
Volume 1'000'000.00 250'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.045
Change -10.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 15.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date12.03.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -63.64%
Year to date (YTD) n.a.
1 month -50.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.11
Underlying price on issue40.52
Premium0.26%
Premium p.a.0.41%
Leverage4.49
Implied volatility0.43

Reference data

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

Key figures

Premium 26.15%
Premium p.a. 40.79%
Leverage 25.37
Implied volatility 43.30%
Moneyness out-of-the-money
Leverage 4.4852
Delta -0.1768
Gamma 0.0003
Theta -0.0002
Rho -0.0012
Vega 0.0021
Fair value 0.04
Intrinsic value n.a.
Break-even 37.97
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

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