Last price paid | 1.12 | |
Change | -5.08% [ -0.06 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 20.09.2024 12:05 |
Fixing | 20.09.2024 |
Settlement date | 26.10.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | +200.00% |
Year to date (YTD) | +2.75% |
1 month | +25.84% |
3 months | +1.82% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.37 |
Underlying price on issue | 431.90 |
Premium | 0.00% |
Premium p.a. | 0.04% |
Leverage | 4.89 |
Implied volatility | 0.76 |
ISIN | CH1281035266 |
Symbol | GEBPIZ |
Security | 128103526 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Geberit N, CH0030170408 |
Underlying ISIN | CH0030170408 |
Strike | 440.00 |
C/P type | call |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 100 |
Value day | 19.10.2023 |
Premium | 0.07% |
Premium p.a. | 3.79% |
Leverage | 4.96 |
Implied volatility | 75.75% |
Moneyness | in-the-money |
Leverage | 4.8894 |
Delta | 0.9857 |
Gamma | 0.0000 |
Theta | -0.0014 |
Rho | 0.0008 |
Vega | 0.0003 |
Fair value | 0.00 |
Intrinsic value | n.a. |
Break-even | 551.00 |
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 |