Last price paid | 0.35 | |
Change | -7.89% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 03.06.2024 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 | -15.85% |
Year to date (YTD) | -20.45% |
1 month | +150.00% |
3 months | +52.17% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.41 |
Underlying price on issue | 499.85 |
Premium | 0.01% |
Premium p.a. | 0.09% |
Leverage | 13.47 |
Implied volatility | 0.23 |
ISIN | CH1268367690 |
Symbol | GEBVYZ |
Security | 126836769 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Geberit N, CH0030170408 |
Underlying ISIN | CH0030170408 |
Strike | 520.00 |
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 | 0.60% |
Premium p.a. | 8.74% |
Leverage | 15.98 |
Implied volatility | 23.07% |
Moneyness | in-the-money |
Leverage | 13.4683 |
Delta | 0.8430 |
Gamma | 0.0001 |
Theta | -0.0018 |
Rho | 0.0030 |
Vega | 0.0034 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 554.50 |
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 |