Last price paid | 0.50 | |
Change | +4.17% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 05.06.2024 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 | +165.79% |
Year to date (YTD) | -1.96% |
1 month | +100.00% |
3 months | +61.29% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.19 |
Underlying price on issue | 455.25 |
Premium | 0.03% |
Premium p.a. | 0.10% |
Leverage | 7.73 |
Implied volatility | 0.25 |
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 | 3.20% |
Premium p.a. | 10.25% |
Leverage | 10.95 |
Implied volatility | 24.85% |
Moneyness | in-the-money |
Leverage | 7.7321 |
Delta | 0.7064 |
Gamma | 0.0000 |
Theta | -0.0013 |
Rho | 0.0106 |
Vega | 0.0106 |
Fair value | 0.18 |
Intrinsic value | n.a. |
Break-even | 570.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 266.30 |
ABB Ltd | 50.22 |
LOGITECH INT. | 89.00 |
Compagnie Financi... | 146.80 |
NOVARTIS N | 94.50 |
Name | Price |
---|---|
Nestlé SA | 97.72 |
UBS | 27.95 |
GEBERIT N | 552.80 |
ROCHE GS | 236.10 |
SWISSCOM N | 507.00 |