Last price paid | 0.065 | |
Change | +18.18% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 06.06.2024 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 | -58.82% |
Year to date (YTD) | -53.57% |
1 month | +116.67% |
3 months | +8.33% |
1 year | -56.67% |
3 years | n.a. |
Issue price | 0.17 |
Underlying price on issue | 505.50 |
Premium | 0.01% |
Premium p.a. | 0.24% |
Leverage | 24.06 |
Implied volatility | 0.19 |
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 | 1.44% |
Premium p.a. | 23.87% |
Leverage | 39.71 |
Implied volatility | 19.29% |
Moneyness | in-the-money |
Leverage | 24.0647 |
Delta | 0.6059 |
Gamma | 0.0001 |
Theta | -0.0012 |
Rho | 0.0010 |
Vega | 0.0026 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 564.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
LOGITECH INT. | 90.74 |
Compagnie Financi... | 149.20 |
UBS | 28.38 |
Lonza Group | 506.40 |
Swiss Life Hldg | 640.60 |
Name | Price |
---|---|
Partners Group Ho... | 1'184.00 |
Givaudan | 4'324.00 |
SWISSCOM N | 507.50 |
SONOVA HLDG N | 289.30 |
Sika AG | 273.50 |