Last price paid | 0.11 | |
Change | +10.00% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 23.05.2024 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 | -38.24% |
Year to date (YTD) | -28.57% |
1 month | n.a. |
3 months | +66.67% |
1 year | -37.50% |
3 years | n.a. |
Issue price | 0.17 |
Underlying price on issue | 505.50 |
Premium | 0.02% |
Premium p.a. | 0.17% |
Leverage | 17.37 |
Implied volatility | 0.20 |
ISIN | CH1250735458 |
Symbol | GEB5CZ |
Security | 125073545 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Geberit N, CH0030170408 |
Underlying ISIN | CH0030170408 |
Strike | 550.00 |
C/P type | call |
Subscription ratio | 200.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 200 |
Value day | 19.05.2023 |
Premium | 1.67% |
Premium p.a. | 16.97% |
Leverage | 26.74 |
Implied volatility | 20.04% |
Moneyness | in-the-money |
Leverage | 17.3667 |
Delta | 0.6494 |
Gamma | 0.0001 |
Theta | -0.0010 |
Rho | 0.0017 |
Vega | 0.0033 |
Fair value | 0.05 |
Intrinsic value | n.a. |
Break-even | 571.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 297.60 |
LOGITECH INT. | 87.84 |
ABB Ltd | 48.94 |
Givaudan | 4'240.00 |
Compagnie Financi... | 142.40 |
Name | Price |
---|---|
Nestlé SA | 93.36 |
KUEHNE & NAGEL | 243.60 |
SWISSCOM N | 493.80 |
NOVARTIS N | 92.63 |
Partners Group Ho... | 1'256.00 |