Last price paid | 0.27 | |
Change | +3.85% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 06.06.2024 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 | +83.33% |
Year to date (YTD) | -12.90% |
1 month | +80.00% |
3 months | +50.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.15 |
Underlying price on issue | 484.70 |
Premium | 0.06% |
Premium p.a. | 0.18% |
Leverage | 10.53 |
Implied volatility | 0.23 |
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 | 5.55% |
Premium p.a. | 17.93% |
Leverage | 20.24 |
Implied volatility | 22.59% |
Moneyness | out-of-the-money |
Leverage | 10.5306 |
Delta | 0.5203 |
Gamma | 0.0001 |
Theta | -0.0013 |
Rho | 0.0081 |
Vega | 0.0123 |
Fair value | 0.28 |
Intrinsic value | n.a. |
Break-even | 587.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
LOGITECH INT. | 90.74 |
Compagnie Financi... | 149.20 |
UBS | 28.38 |
Lonza Group | 506.40 |
Swiss Life Hldg | 640.60 |
Name | Price |
---|---|
Partners Group Ho... | 1'184.00 |
Givaudan | 4'324.00 |
SWISSCOM N | 507.50 |
SONOVA HLDG N | 289.30 |
Sika AG | 273.50 |