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ZKB Call Warrant auf
Geberit AG

ISIN: CH1281045604 Security: 128104560 Symbol: GEB8LZ Life cycle
Secondary market

Bid Price 0.19

Ask Price 0.20

Currency CHF

Exchange SIX Structured Products

Volume 300'000.00

Volume 300'000.00

Date/time (delayed) 14.06.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 29.11.2023
Key Information Document DE 29.11.2023
Key Information Document EN 29.11.2023
Key Information Document FR 29.11.2023
Key Information Document IT 29.11.2023

Price data

  Bid Ask
Price 0.19 0.20
Volume 300'000.00 300'000.00
Date/time 14.06.24 17:15 14.06.24 17:15

Current data

Last price paid 0.20
Change -13.04% [ -0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 14.06.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date06.12.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue +30.00%
Year to date (YTD) -35.48%
1 month -31.03%
3 months +17.65%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.15
Underlying price on issue484.70
Premium0.07%
Premium p.a.0.24%
Leverage12.01
Implied volatility0.23

Reference data

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

Key figures

Premium 6.88%
Premium p.a. 23.91%
Leverage 27.81
Implied volatility 22.54%
Moneyness out-of-the-money
Leverage 12.0069
Delta 0.4318
Gamma 0.0001
Theta -0.0013
Rho 0.0062
Vega 0.0114
Fair value 0.20
Intrinsic value n.a.
Break-even 579.50
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

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