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 | +256.25% |
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. | 0.04% |
Leverage | 6.19 |
Implied volatility | 0.34 |
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 | 0.41% |
Premium p.a. | 4.14% |
Leverage | 6.59 |
Implied volatility | 34.16% |
Moneyness | in-the-money |
Leverage | 6.1917 |
Delta | 0.9400 |
Gamma | 0.0000 |
Theta | -0.0012 |
Rho | 0.0044 |
Vega | 0.0021 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 565.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
LOGITECH INT. | 87.40 |
UBS | 27.94 |
ABB Ltd | 48.59 |
Swiss Re | 111.70 |
Compagnie Financi... | 141.65 |
Name | Price |
---|---|
Nestlé SA | 93.98 |
Lonza Group | 507.40 |
SWISSCOM N | 496.40 |
Partners Group Ho... | 1'260.50 |
Sika AG | 281.50 |