Last price paid | 0.89 | |
Change | -2.20% [ -0.02 ] | |
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 | +198.39% |
Year to date (YTD) | +15.58% |
1 month | +140.54% |
3 months | +67.92% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.31 |
Underlying price on issue | 455.25 |
Premium | 0.02% |
Premium p.a. | 0.05% |
Leverage | 5.26 |
Implied volatility | 0.28 |
ISIN | CH1268391518 |
Symbol | GEBE5Z |
Security | 126839151 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Geberit N, CH0030170408 |
Underlying ISIN | CH0030170408 |
Strike | 480.00 |
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 | 1.65% |
Premium p.a. | 4.75% |
Leverage | 6.09 |
Implied volatility | 27.51% |
Moneyness | in-the-money |
Leverage | 5.2598 |
Delta | 0.8639 |
Gamma | 0.0000 |
Theta | -0.0009 |
Rho | 0.0137 |
Vega | 0.0072 |
Fair value | 0.09 |
Intrinsic value | n.a. |
Break-even | 572.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
UBS | 28.03 |
Swiss Re | 112.35 |
ABB Ltd | 48.71 |
Swiss Life Hldg | 622.40 |
Compagnie Financi... | 141.80 |
Name | Price |
---|---|
Nestlé SA | 94.06 |
Partners Group Ho... | 1'253.50 |
SWISSCOM N | 495.60 |
Lonza Group | 510.80 |
NOVARTIS N | 93.21 |