Last price paid | 0.01 | |
Change | -33.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 10.06.2024 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 | -94.50% |
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 | 0.11% |
Premium p.a. | 2.83% |
Leverage | 35.02 |
Implied volatility | 0.34 |
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 | 10.86% |
Premium p.a. | 283.22% |
Leverage | 492.91 |
Implied volatility | 34.14% |
Moneyness | out-of-the-money |
Leverage | 35.0201 |
Delta | 0.0710 |
Gamma | 0.0000 |
Theta | -0.0009 |
Rho | 0.0001 |
Vega | 0.0007 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 601.10 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 95.01 |
ROCHE GS | 247.60 |
Nestlé SA | 95.28 |
SWISSCOM N | 496.00 |
Lonza Group | 480.30 |
Name | Price |
---|---|
LOGITECH INT. | 88.38 |
Sika AG | 255.90 |
Partners Group Ho... | 1'154.50 |
Holcim | 80.04 |
ABB Ltd | 49.89 |