Last price paid | 0.02 | |
Change | +33.33% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 15.05.2024 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 | -80.00% |
Year to date (YTD) | -69.23% |
1 month | +33.33% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.10 |
Underlying price on issue | 505.50 |
Premium | 0.07% |
Premium p.a. | 0.73% |
Leverage | 27.30 |
Implied volatility | 0.22 |
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 | 7.24% |
Premium p.a. | 73.45% |
Leverage | 140.80 |
Implied volatility | 21.87% |
Moneyness | out-of-the-money |
Leverage | 27.2994 |
Delta | 0.1939 |
Gamma | 0.0000 |
Theta | -0.0008 |
Rho | 0.0005 |
Vega | 0.0024 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 604.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
UBS | 28.05 |
Swiss Re | 112.25 |
Compagnie Financi... | 142.55 |
ABB Ltd | 48.68 |
Swiss Life Hldg | 622.20 |
Name | Price |
---|---|
Nestlé SA | 94.04 |
Partners Group Ho... | 1'254.50 |
SWISSCOM N | 495.80 |
Lonza Group | 509.00 |
SONOVA HLDG N | 291.30 |