Last price paid | 0.73 | |
Change | -5.19% [ -0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.06.2024 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 | +133.87% |
Year to date (YTD) | -5.19% |
1 month | -13.10% |
3 months | +30.36% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.31 |
Underlying price on issue | 455.25 |
Premium | 0.02% |
Premium p.a. | 0.07% |
Leverage | 6.15 |
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 | 1.90% |
Premium p.a. | 6.60% |
Leverage | 7.48 |
Implied volatility | 27.64% |
Moneyness | in-the-money |
Leverage | 6.1489 |
Delta | 0.8222 |
Gamma | 0.0000 |
Theta | -0.0011 |
Rho | 0.0107 |
Vega | 0.0076 |
Fair value | 0.10 |
Intrinsic value | n.a. |
Break-even | 552.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 95.01 |
ROCHE GS | 247.60 |
Nestlé SA | 95.28 |
SWISSCOM N | 496.00 |
Lonza Group | 480.30 |
Name | Price |
---|---|
LOGITECH INT. | 88.38 |
Sika AG | 255.90 |
Partners Group Ho... | 1'154.50 |
Holcim | 80.04 |
ABB Ltd | 49.89 |