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ZKB Put Warrant auf
Geberit AG

ISIN: CH1268373276 Security: 126837327 Symbol: GEBVHZ Life cycle
Secondary market

Bid Price 0.005

Ask Price 0.015

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 03.06.2024 09:09:03

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 20.06.2023
Key Information Document DE 20.06.2023
Key Information Document EN 20.06.2023
Key Information Document FR 20.06.2023
Key Information Document IT 20.06.2023

Price data

  Bid Ask
Price 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 03.06.24 09:09 03.06.24 09:00

Current data

Last price paid 0.015
Change -25.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 21.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date27.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -97.67%
Year to date (YTD) -88.46%
1 month -85.00%
3 months -88.46%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.43
Underlying price on issue463.55
Premium0.17%
Premium p.a.2.55%
Leverage21.56
Implied volatility0.43

Reference data

ISIN CH1268373276
Symbol GEBVHZ
Security 126837327
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Geberit N, CH0030170408
Underlying ISIN CH0030170408
Strike 460.00
C/P type put
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 100
Value day 20.06.2023

Key figures

Premium 17.48%
Premium p.a. 255.15%
Leverage 556.20
Implied volatility 42.60%
Moneyness out-of-the-money
Leverage 21.5600
Delta -0.0388
Gamma 0.0000
Theta -0.0010
Rho -0.0002
Vega 0.0012
Fair value 0.01
Intrinsic value n.a.
Break-even 459.00
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

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