Last price paid | 0.11 | |
Change | -8.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.05.2024 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 | -45.65% |
Year to date (YTD) | -45.00% |
1 month | n.a. |
3 months | +22.22% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.23 |
Underlying price on issue | 499.85 |
Premium | 0.03% |
Premium p.a. | 0.29% |
Leverage | 21.66 |
Implied volatility | 0.20 |
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 | 2.88% |
Premium p.a. | 29.19% |
Leverage | 45.30 |
Implied volatility | 19.61% |
Moneyness | out-of-the-money |
Leverage | 21.6577 |
Delta | 0.4781 |
Gamma | 0.0001 |
Theta | -0.0020 |
Rho | 0.0025 |
Vega | 0.0071 |
Fair value | 0.13 |
Intrinsic value | n.a. |
Break-even | 582.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 48.97 |
LOGITECH INT. | 87.70 |
SONOVA HLDG N | 295.70 |
Givaudan | 4'224.00 |
Swiss Life Hldg | 623.20 |
Name | Price |
---|---|
Nestlé SA | 93.48 |
SWISSCOM N | 494.20 |
KUEHNE & NAGEL | 244.40 |
NOVARTIS N | 92.93 |
Partners Group Ho... | 1'259.50 |