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 |
Fixing | 21.06.2024 |
Settlement date | 27.06.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
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. |
Issue price | 0.43 |
Underlying price on issue | 463.55 |
Premium | 0.17% |
Premium p.a. | 2.55% |
Leverage | 21.56 |
Implied volatility | 0.43 |
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 |
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. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Holcim | 79.70 |
KUEHNE & NAGEL | 257.80 |
LOGITECH INT. | 90.16 |
ABB Ltd | 49.80 |
Sika AG | 275.00 |
Name | Price |
---|---|
Givaudan | 4'184.00 |
NOVARTIS N | 92.62 |
Compagnie Financi... | 143.90 |
SWISSCOM N | 498.00 |
Swiss Re | 114.70 |