Last price paid | n.a. | |
Change | -33.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | n.a. n.a. |
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 | -89.50% |
Year to date (YTD) | -84.62% |
1 month | n.a. |
3 months | n.a. |
1 year | -85.71% |
3 years | n.a. |
Issue price | 0.10 |
Underlying price on issue | 505.50 |
Premium | 0.12% |
Premium p.a. | 6.10% |
Leverage | 26.62 |
Implied volatility | 0.59 |
ISIN | CH1250735540 |
Symbol | GEBQ8Z |
Security | 125073554 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Geberit N, CH0030170408 |
Underlying ISIN | CH0030170408 |
Strike | 600.00 |
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 | 11.71% |
Premium p.a. | 610.43% |
Leverage | 256.67 |
Implied volatility | 59.19% |
Moneyness | out-of-the-money |
Leverage | 26.6182 |
Delta | 0.1037 |
Gamma | 0.0000 |
Theta | -0.0028 |
Rho | 0.0001 |
Vega | 0.0007 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 602.10 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 118.75 |
SONOVA HLDG N | 292.70 |
Swiss Re | 117.30 |
Nestlé SA | 84.00 |
KUEHNE & NAGEL | 233.90 |
Name | Price |
---|---|
NOVARTIS N | 98.50 |
Lonza Group | 534.00 |
Holcim | 83.00 |
LOGITECH INT. | 72.70 |
Alcon AG | 83.28 |