Last price paid | 0.42 | |
Change | -8.70% [ -0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.06.2024 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 | +118.42% |
Year to date (YTD) | -17.65% |
1 month | -20.75% |
3 months | +31.25% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.19 |
Underlying price on issue | 455.25 |
Premium | 0.04% |
Premium p.a. | 0.12% |
Leverage | 8.64 |
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 | 3.56% |
Premium p.a. | 12.37% |
Leverage | 13.07 |
Implied volatility | 24.37% |
Moneyness | in-the-money |
Leverage | 8.6447 |
Delta | 0.6617 |
Gamma | 0.0001 |
Theta | -0.0014 |
Rho | 0.0091 |
Vega | 0.0106 |
Fair value | 0.19 |
Intrinsic value | n.a. |
Break-even | 561.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 95.01 |
ROCHE GS | 247.60 |
Nestlé SA | 95.28 |
SWISSCOM N | 496.00 |
Lonza Group | 480.30 |
Name | Price |
---|---|
LOGITECH INT. | 88.38 |
Sika AG | 255.90 |
Partners Group Ho... | 1'154.50 |
Holcim | 80.04 |
ABB Ltd | 49.89 |