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ZKB Put Warrant auf
Geberit AG

ISIN: CH1268385510 Security: 126838551 Symbol: GEB0LZ 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) 23.05.2024 11:25:19

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 28.08.2023
Key Information Document DE 28.08.2023
Key Information Document EN 28.08.2023
Key Information Document FR 28.08.2023
Key Information Document IT 28.08.2023

Price data

  Bid Ask
Price 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 23.05.24 11:25 23.05.24 11:25

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 15.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date04.09.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -97.37%
Year to date (YTD) -85.00%
1 month -70.00%
3 months -86.36%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.38
Underlying price on issue448.10
Premium0.22%
Premium p.a.2.26%
Leverage17.54
Implied volatility0.45

Reference data

ISIN CH1268385510
Symbol GEB0LZ
Security 126838551
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Geberit N, CH0030170408
Underlying ISIN CH0030170408
Strike 440.00
C/P type put
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 100
Value day 28.08.2023

Key figures

Premium 22.30%
Premium p.a. 226.11%
Leverage 565.00
Implied volatility 44.55%
Moneyness out-of-the-money
Leverage 17.5433
Delta -0.0311
Gamma 0.0000
Theta -0.0007
Rho -0.0002
Vega 0.0012
Fair value 0.01
Intrinsic value n.a.
Break-even 439.00
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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