Last price paid | 0.07 | |
Change | -12.50% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 15.05.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 11.12.2023 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -70.83% |
Year to date (YTD) | -53.33% |
1 month | -56.25% |
3 months | -63.16% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.24 |
Underlying price on issue | 487.20 |
Premium | 0.17% |
Premium p.a. | 0.28% |
Leverage | 7.48 |
Implied volatility | 0.28 |
ISIN | CH1281046495 |
Symbol | GEBMLZ |
Security | 128104649 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Geberit N, CH0030170408 |
Underlying ISIN | CH0030170408 |
Strike | 480.00 |
C/P type | put |
Subscription ratio | 200.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 200 |
Value day | 04.12.2023 |
Premium | 17.49% |
Premium p.a. | 28.00% |
Leverage | 40.34 |
Implied volatility | 27.82% |
Moneyness | out-of-the-money |
Leverage | 7.4792 |
Delta | -0.1854 |
Gamma | 0.0000 |
Theta | -0.0003 |
Rho | -0.0037 |
Vega | 0.0060 |
Fair value | 0.07 |
Intrinsic value | n.a. |
Break-even | 466.00 |
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 |