Last price paid | 0.045 | |
Change | +12.50% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 06.06.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 12.06.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -78.26% |
Year to date (YTD) | -77.50% |
1 month | +12.50% |
3 months | -43.75% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.23 |
Underlying price on issue | 499.85 |
Premium | 0.03% |
Premium p.a. | 0.57% |
Leverage | 34.62 |
Implied volatility | 0.19 |
ISIN | CH1268367708 |
Symbol | GEBXNZ |
Security | 126836770 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Geberit N, CH0030170408 |
Underlying ISIN | CH0030170408 |
Strike | 570.00 |
C/P type | call |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 100 |
Value day | 05.06.2023 |
Premium | 3.42% |
Premium p.a. | 56.70% |
Leverage | 111.20 |
Implied volatility | 18.84% |
Moneyness | out-of-the-money |
Leverage | 34.6186 |
Delta | 0.3113 |
Gamma | 0.0001 |
Theta | -0.0021 |
Rho | 0.0010 |
Vega | 0.0048 |
Fair value | 0.05 |
Intrinsic value | n.a. |
Break-even | 575.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
LOGITECH INT. | 90.74 |
Compagnie Financi... | 149.20 |
UBS | 28.38 |
Lonza Group | 506.40 |
Swiss Life Hldg | 640.60 |
Name | Price |
---|---|
Partners Group Ho... | 1'184.00 |
Givaudan | 4'324.00 |
SWISSCOM N | 507.50 |
SONOVA HLDG N | 289.30 |
Sika AG | 273.50 |