Last price paid | 0.19 | |
Change | +5.56% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 20.06.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 06.12.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | +30.00% |
Year to date (YTD) | -38.71% |
1 month | -42.42% |
3 months | -24.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.15 |
Underlying price on issue | 484.70 |
Premium | 0.06% |
Premium p.a. | 0.24% |
Leverage | 12.27 |
Implied volatility | 0.22 |
ISIN | CH1281045604 |
Symbol | GEB8LZ |
Security | 128104560 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Geberit N, CH0030170408 |
Underlying ISIN | CH0030170408 |
Strike | 560.00 |
C/P type | call |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 100 |
Value day | 29.11.2023 |
Premium | 6.49% |
Premium p.a. | 23.92% |
Leverage | 27.91 |
Implied volatility | 22.49% |
Moneyness | out-of-the-money |
Leverage | 12.2666 |
Delta | 0.4395 |
Gamma | 0.0001 |
Theta | -0.0014 |
Rho | 0.0060 |
Vega | 0.0112 |
Fair value | 0.20 |
Intrinsic value | n.a. |
Break-even | 579.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'178.50 |
SONOVA HLDG N | 274.20 |
Alcon AG | 79.88 |
Swiss Re | 113.15 |
Lonza Group | 480.60 |
Name | Price |
---|---|
KUEHNE & NAGEL | 258.80 |
Compagnie Financi... | 139.65 |
LOGITECH INT. | 87.24 |
Holcim | 81.54 |
ROCHE GS | 250.00 |