Last price paid | 0.79 | |
Change | -2.47% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 04.06.2024 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 | +159.68% |
Year to date (YTD) | +2.60% |
1 month | +64.58% |
3 months | +46.30% |
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 | 5.90 |
Implied volatility | 0.25 |
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 | 1.64% |
Premium p.a. | 5.16% |
Leverage | 6.64 |
Implied volatility | 27.04% |
Moneyness | in-the-money |
Leverage | 5.6674 |
Delta | 0.8536 |
Gamma | 0.0000 |
Theta | -0.0010 |
Rho | 0.0124 |
Vega | 0.0072 |
Fair value | 0.09 |
Intrinsic value | n.a. |
Break-even | 563.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 492.30 |
Nestlé SA | 97.60 |
Givaudan | 4'263.00 |
SONOVA HLDG N | 285.80 |
ROCHE GS | 234.20 |
Name | Price |
---|---|
UBS | 27.82 |
Swiss Re | 111.55 |
ABB Ltd | 49.13 |
ZURICH INSURANCE | 470.30 |
GEBERIT N | 548.40 |