Last price paid | 0.02 | |
Change | -20.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 15.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 26.05.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -96.00% |
Year to date (YTD) | -83.33% |
1 month | -83.33% |
3 months | -87.50% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.25 |
Underlying price on issue | 505.50 |
Premium | 0.12% |
Premium p.a. | 1.20% |
Leverage | 23.20 |
Implied volatility | 0.29 |
ISIN | CH1250735557 |
Symbol | GEB3TZ |
Security | 125073555 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Geberit N, CH0030170408 |
Underlying ISIN | CH0030170408 |
Strike | 500.00 |
C/P type | put |
Subscription ratio | 200.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 200 |
Value day | 19.05.2023 |
Premium | 11.86% |
Premium p.a. | 120.23% |
Leverage | 282.50 |
Implied volatility | 29.21% |
Moneyness | out-of-the-money |
Leverage | 23.2040 |
Delta | -0.0821 |
Gamma | 0.0000 |
Theta | -0.0005 |
Rho | -0.0002 |
Vega | 0.0013 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 498.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Nestlé SA | 94.08 |
Partners Group Ho... | 1'252.00 |
KUEHNE & NAGEL | 243.70 |
SWISSCOM N | 496.20 |
Holcim | 78.90 |