Last price paid | 0.72 | |
Change | -7.69% [ -0.06 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 20.09.2024 12:05 |
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 | +129.03% |
Year to date (YTD) | -6.49% |
1 month | +44.00% |
3 months | -1.37% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.31 |
Underlying price on issue | 455.25 |
Premium | 0.00% |
Premium p.a. | 0.04% |
Leverage | 7.59 |
Implied volatility | 0.49 |
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 | 0.07% |
Premium p.a. | 3.79% |
Leverage | 7.75 |
Implied volatility | 49.36% |
Moneyness | in-the-money |
Leverage | 7.5937 |
Delta | 0.9792 |
Gamma | 0.0000 |
Theta | -0.0013 |
Rho | 0.0009 |
Vega | 0.0004 |
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 |
---|---|
Compagnie Financi... | 118.75 |
SONOVA HLDG N | 292.70 |
Swiss Re | 117.30 |
Nestlé SA | 84.00 |
KUEHNE & NAGEL | 233.90 |
Name | Price |
---|---|
NOVARTIS N | 98.50 |
Lonza Group | 534.00 |
Holcim | 83.00 |
LOGITECH INT. | 72.70 |
Alcon AG | 83.28 |