Last price paid | 0.33 | |
Change | +3.13% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 23.05.2024 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 | +123.33% |
Year to date (YTD) | +6.45% |
1 month | +247.37% |
3 months | +73.68% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.15 |
Underlying price on issue | 484.70 |
Premium | 0.05% |
Premium p.a. | 0.15% |
Leverage | 9.57 |
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 | 5.08% |
Premium p.a. | 14.60% |
Leverage | 16.86 |
Implied volatility | 22.33% |
Moneyness | in-the-money |
Leverage | 9.5714 |
Delta | 0.5677 |
Gamma | 0.0001 |
Theta | -0.0013 |
Rho | 0.0100 |
Vega | 0.0131 |
Fair value | 0.29 |
Intrinsic value | n.a. |
Break-even | 593.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 297.30 |
LOGITECH INT. | 87.98 |
ABB Ltd | 48.97 |
Givaudan | 4'239.00 |
Swiss Life Hldg | 625.00 |
Name | Price |
---|---|
Nestlé SA | 93.30 |
KUEHNE & NAGEL | 243.70 |
SWISSCOM N | 494.00 |
NOVARTIS N | 92.77 |
Partners Group Ho... | 1'259.00 |