Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 29.05.2024 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 | -90.00% |
Year to date (YTD) | -76.92% |
1 month | n.a. |
3 months | n.a. |
1 year | -80.00% |
3 years | n.a. |
Issue price | 0.10 |
Underlying price on issue | 505.50 |
Premium | 0.09% |
Premium p.a. | 1.32% |
Leverage | 31.96 |
Implied volatility | 0.25 |
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 | 9.02% |
Premium p.a. | 131.67% |
Leverage | 276.10 |
Implied volatility | 25.40% |
Moneyness | out-of-the-money |
Leverage | 31.9632 |
Delta | 0.1158 |
Gamma | 0.0000 |
Theta | -0.0007 |
Rho | 0.0002 |
Vega | 0.0014 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 602.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 492.30 |
Nestlé SA | 97.60 |
Givaudan | 4'263.00 |
SONOVA HLDG N | 285.80 |
ROCHE GS | 234.20 |
Name | Price |
---|---|
UBS | 27.82 |
Swiss Re | 111.55 |
ABB Ltd | 49.13 |
ZURICH INSURANCE | 470.30 |
GEBERIT N | 548.40 |