Last price paid | 0.57 | |
Change | -1.72% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 27.09.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | +213.16% |
Year to date (YTD) | +11.76% |
1 month | +185.00% |
3 months | +78.13% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.19 |
Underlying price on issue | 455.25 |
Premium | 0.03% |
Premium p.a. | 0.08% |
Leverage | 7.10 |
Implied volatility | 0.24 |
ISIN | CH1268391534 |
Symbol | GEBMEZ |
Security | 126839153 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
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 | 20.09.2023 |
Premium | 2.78% |
Premium p.a. | 8.00% |
Leverage | 9.48 |
Implied volatility | 24.24% |
Moneyness | in-the-money |
Leverage | 7.1033 |
Delta | 0.7496 |
Gamma | 0.0000 |
Theta | -0.0012 |
Rho | 0.0126 |
Vega | 0.0106 |
Fair value | 0.16 |
Intrinsic value | n.a. |
Break-even | 579.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
LOGITECH INT. | 88.12 |
SONOVA HLDG N | 296.70 |
ABB Ltd | 48.95 |
Swiss Life Hldg | 624.40 |
Givaudan | 4'229.00 |
Name | Price |
---|---|
Nestlé SA | 93.48 |
SWISSCOM N | 493.60 |
KUEHNE & NAGEL | 243.90 |
Partners Group Ho... | 1'260.00 |
NOVARTIS N | 93.06 |