Last price paid | 0.055 | |
Change | -15.38% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 04.06.2024 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 | -44.12% |
Year to date (YTD) | -60.71% |
1 month | n.a. |
3 months | -8.33% |
1 year | -60.71% |
3 years | n.a. |
Issue price | 0.17 |
Underlying price on issue | 505.50 |
Premium | 0.01% |
Premium p.a. | 0.18% |
Leverage | 20.60 |
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 | 1.07% |
Premium p.a. | 17.68% |
Leverage | 29.63 |
Implied volatility | 20.14% |
Moneyness | in-the-money |
Leverage | 20.6038 |
Delta | 0.6953 |
Gamma | 0.0001 |
Theta | -0.0012 |
Rho | 0.0011 |
Vega | 0.0024 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 569.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
LOGITECH INT. | 93.18 |
GEBERIT N | 562.60 |
Compagnie Financi... | 149.30 |
UBS | 28.37 |
KUEHNE & NAGEL | 270.10 |
Name | Price |
---|---|
Partners Group Ho... | 1'189.00 |
Swiss Re | 112.15 |
NOVARTIS N | 94.34 |
SWISSCOM N | 506.50 |
Nestlé SA | 97.90 |