Last price paid | 0.29 | |
Change | -3.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 03.06.2024 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 | +1.79% |
Year to date (YTD) | +3.57% |
1 month | +141.67% |
3 months | +70.59% |
1 year | +16.00% |
3 years | n.a. |
Issue price | 0.28 |
Underlying price on issue | 505.50 |
Premium | 0.01% |
Premium p.a. | 0.13% |
Leverage | 8.27 |
Implied volatility | 0.38 |
ISIN | CH1250735490 |
Symbol | GEBK5Z |
Security | 125073549 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Geberit N, CH0030170408 |
Underlying ISIN | CH0030170408 |
Strike | 500.00 |
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 | 0.87% |
Premium p.a. | 12.69% |
Leverage | 9.69 |
Implied volatility | 38.08% |
Moneyness | in-the-money |
Leverage | 8.2741 |
Delta | 0.8541 |
Gamma | 0.0000 |
Theta | -0.0013 |
Rho | 0.0014 |
Vega | 0.0017 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 557.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Nestlé SA | 96.46 |
ABB Ltd | 49.79 |
ROCHE GS | 232.10 |
SWISSCOM N | 500.00 |
GEBERIT N | 552.20 |
Name | Price |
---|---|
LOGITECH INT. | 87.38 |
Swiss Re | 113.55 |
Sika AG | 270.90 |
SONOVA HLDG N | 283.00 |
Givaudan | 4'214.00 |