Last price paid | 1.16 | |
Change | -1.69% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 04.06.2024 17:20 |
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 | +212.16% |
Year to date (YTD) | +6.42% |
1 month | +46.84% |
3 months | +36.47% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.37 |
Underlying price on issue | 431.90 |
Premium | 0.01% |
Premium p.a. | 0.04% |
Leverage | 4.20 |
Implied volatility | 0.34 |
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 | 1.18% |
Premium p.a. | 3.74% |
Leverage | 4.66 |
Implied volatility | 32.66% |
Moneyness | in-the-money |
Leverage | 4.2486 |
Delta | 0.9121 |
Gamma | 0.0000 |
Theta | -0.0009 |
Rho | 0.0121 |
Vega | 0.0049 |
Fair value | 0.07 |
Intrinsic value | n.a. |
Break-even | 558.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 94.02 |
SONOVA HLDG N | 288.40 |
Compagnie Financi... | 144.95 |
ABB Ltd | 49.47 |
ROCHE GS | 235.80 |
Name | Price |
---|---|
LOGITECH INT. | 87.22 |
Holcim | 78.26 |
KUEHNE & NAGEL | 258.10 |
UBS | 27.90 |
Nestlé SA | 97.94 |