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ZKB Call Warrant auf
Givaudan AG

ISIN: CH1268384281 Security: 126838428 Symbol: GIVXCZ Life cycle
redeemed

Bid Price 3.03

Ask Price 3.05

Currency CHF

Exchange SIX Structured Products

Volume 125'000.00

Volume 125'000.00

Date/time (delayed) 21.06.2024 12:00:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 22.08.2023
Key Information Document DE 22.08.2023
Key Information Document EN 22.08.2023
Key Information Document FR 22.08.2023
Key Information Document IT 22.08.2023

Price data

  Bid Ask
Price 3.03 3.05
Volume 125'000.00 125'000.00
Date/time 21.06.24 12:00 21.06.24 12:00

Current data

Last price paid 3.05
Change -0.97% [ -0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 21.06.2024 12:05

Life cycle

Fixing21.06.2024
Settlement date29.08.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +560.87%
Year to date (YTD) +113.29%
1 month +9.71%
3 months +16.41%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.46
Underlying price on issue2'769.00
Premium0.00%
Premium p.a.0.13%
Leverage2.76
Implied volatility1.69

Reference data

ISIN CH1268384281
Symbol GIVXCZ
Security 126838428
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Givaudan N, CH0010645932
Underlying ISIN CH0010645932
Strike 2'800.00
C/P type call
Subscription ratio 500.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 500
Value day 22.08.2023

Key figures

Premium 0.26%
Premium p.a. 13.31%
Leverage 2.83
Implied volatility 168.65%
Moneyness in-the-money
Leverage 2.7645
Delta 0.9752
Gamma 0.0000
Theta -0.0078
Rho 0.0010
Vega 0.0007
Fair value 0.02
Intrinsic value n.a.
Break-even 4'320.00
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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