Last price paid | 0.025 | |
Change | -16.67% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 20.09.2024 12:05 |
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 | -90.00% |
Year to date (YTD) | -91.94% |
1 month | -28.57% |
3 months | -86.84% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.15 |
Underlying price on issue | 484.70 |
Premium | 0.02% |
Premium p.a. | 1.01% |
Leverage | 85.27 |
Implied volatility | 0.15 |
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 | 1.94% |
Premium p.a. | 101.29% |
Leverage | 367.20 |
Implied volatility | 15.35% |
Moneyness | out-of-the-money |
Leverage | 85.2743 |
Delta | 0.2322 |
Gamma | 0.0003 |
Theta | -0.0026 |
Rho | 0.0002 |
Vega | 0.0023 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 561.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 131.15 |
LOGITECH INT. | 74.76 |
UBS | 26.20 |
Partners Group Ho... | 1'259.00 |
Lonza Group | 540.40 |
Name | Price |
---|---|
NOVARTIS N | 97.90 |
Givaudan | 4'609.00 |
KUEHNE & NAGEL | 231.90 |
GEBERIT N | 559.60 |
ZURICH INSURANCE | 515.40 |