Last price paid | 0.36 | |
Change | -5.26% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | 2'000.00 Unit | |
Date/time | 20.09.2024 12:00 |
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 | +63.16% |
Year to date (YTD) | -29.41% |
1 month | +111.76% |
3 months | -12.20% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.19 |
Underlying price on issue | 455.25 |
Premium | 0.00% |
Premium p.a. | 0.04% |
Leverage | 17.04 |
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 | 0.07% |
Premium p.a. | 3.79% |
Leverage | 17.76 |
Implied volatility | 23.63% |
Moneyness | in-the-money |
Leverage | 17.0391 |
Delta | 0.9593 |
Gamma | 0.0000 |
Theta | -0.0012 |
Rho | 0.0010 |
Vega | 0.0006 |
Fair value | 0.00 |
Intrinsic value | n.a. |
Break-even | 551.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 303.50 |
Compagnie Financi... | 132.60 |
ROCHE GS | 272.70 |
Sika AG | 281.40 |
Nestlé SA | 85.32 |
Name | Price |
---|---|
Holcim | 83.96 |
ABB Ltd | 49.64 |
Lonza Group | 535.80 |
Givaudan | 4'601.00 |
Swiss Re | 117.45 |