Last price paid | 0.04 | |
Change | -20.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 04.06.2024 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 | -80.43% |
Year to date (YTD) | -80.00% |
1 month | n.a. |
3 months | -50.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.23 |
Underlying price on issue | 499.85 |
Premium | 0.04% |
Premium p.a. | 0.62% |
Leverage | 34.33 |
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 | 3.93% |
Premium p.a. | 62.30% |
Leverage | 122.84 |
Implied volatility | 19.34% |
Moneyness | out-of-the-money |
Leverage | 34.3289 |
Delta | 0.2795 |
Gamma | 0.0001 |
Theta | -0.0020 |
Rho | 0.0009 |
Vega | 0.0047 |
Fair value | 0.05 |
Intrinsic value | n.a. |
Break-even | 574.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 266.30 |
ABB Ltd | 50.22 |
LOGITECH INT. | 89.00 |
Compagnie Financi... | 146.80 |
NOVARTIS N | 94.50 |
Name | Price |
---|---|
Nestlé SA | 97.72 |
UBS | 27.95 |
GEBERIT N | 552.80 |
ROCHE GS | 236.10 |
SWISSCOM N | 507.00 |