Last price paid | 0.83 | |
Change | -1.19% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 03.10.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +243.75% |
Year to date (YTD) | +15.28% |
1 month | +219.23% |
3 months | +80.43% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.24 |
Underlying price on issue | 450.90 |
Premium | 0.00% |
Premium p.a. | 0.02% |
Leverage | 6.65 |
Implied volatility | 0.25 |
ISIN | CH1268393589 |
Symbol | GEB35Z |
Security | 126839358 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
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 | 26.09.2023 |
Premium | 0.20% |
Premium p.a. | 1.93% |
Leverage | 6.80 |
Implied volatility | 25.40% |
Moneyness | in-the-money |
Leverage | 6.6464 |
Delta | 0.9767 |
Gamma | 0.0000 |
Theta | -0.0005 |
Rho | 0.0047 |
Vega | 0.0010 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 562.50 |
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 |