Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 23.08.2024 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 | -95.83% |
Year to date (YTD) | -90.00% |
1 month | -25.00% |
3 months | -62.50% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.36 |
Underlying price on issue | 455.25 |
Premium | 0.20% |
Premium p.a. | 10.63% |
Leverage | 16.70 |
Implied volatility | 1.00 |
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 | 20.39% |
Premium p.a. | 1063.12% |
Leverage | 367.20 |
Implied volatility | 100.06% |
Moneyness | out-of-the-money |
Leverage | 16.7019 |
Delta | -0.0455 |
Gamma | 0.0000 |
Theta | -0.0049 |
Rho | -0.0001 |
Vega | 0.0007 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 438.50 |
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 |