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 | +188.71% |
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 | 0.01% |
Premium p.a. | 0.04% |
Leverage | 5.49 |
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 | 1.44% |
Premium p.a. | 4.11% |
Leverage | 6.27 |
Implied volatility | 25.34% |
Moneyness | in-the-money |
Leverage | 5.4928 |
Delta | 0.8757 |
Gamma | 0.0000 |
Theta | -0.0008 |
Rho | 0.0141 |
Vega | 0.0068 |
Fair value | 0.08 |
Intrinsic value | n.a. |
Break-even | 569.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 291.50 |
LOGITECH INT. | 86.32 |
Alcon AG | 82.44 |
Holcim | 79.02 |
GEBERIT N | 561.40 |
Name | Price |
---|---|
Compagnie Financi... | 140.60 |
Swiss Life Hldg | 616.40 |
ROCHE GS | 231.90 |
NOVARTIS N | 93.16 |
ABB Ltd | 48.11 |