Last price paid | 0.04 | |
Change | -20.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 15.05.2024 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 | -90.28% |
Year to date (YTD) | -73.33% |
1 month | -66.67% |
3 months | -76.47% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.36 |
Underlying price on issue | 455.25 |
Premium | 0.23% |
Premium p.a. | 0.65% |
Leverage | 11.36 |
Implied volatility | 0.31 |
ISIN | CH1268391526 |
Symbol | GEBFBZ |
Security | 126839152 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Geberit N, CH0030170408 |
Underlying ISIN | CH0030170408 |
Strike | 440.00 |
C/P type | put |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 100 |
Value day | 20.09.2023 |
Premium | 22.74% |
Premium p.a. | 65.36% |
Leverage | 161.43 |
Implied volatility | 31.34% |
Moneyness | out-of-the-money |
Leverage | 11.3595 |
Delta | -0.0704 |
Gamma | 0.0000 |
Theta | -0.0005 |
Rho | -0.0015 |
Vega | 0.0045 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 436.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 49.14 |
UBS | 28.01 |
LOGITECH INT. | 87.52 |
Givaudan | 4'233.00 |
Swiss Life Hldg | 623.40 |
Name | Price |
---|---|
Nestlé SA | 93.86 |
SWISSCOM N | 494.60 |
KUEHNE & NAGEL | 244.40 |
Partners Group Ho... | 1'258.50 |
NOVARTIS N | 93.15 |