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ZKB Put Warrant auf
Geberit AG

ISIN: CH1281046495 Security: 128104649 Symbol: GEBMLZ Life cycle
Secondary market

Bid Price 0.065

Ask Price 0.075

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 500'000.00

Date/time (delayed) 23.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 04.12.2023
Key Information Document DE 04.12.2023
Key Information Document EN 04.12.2023
Key Information Document FR 04.12.2023
Key Information Document IT 04.12.2023

Price data

  Bid Ask
Price 0.065 0.075
Volume 1'000'000.00 500'000.00
Date/time 23.05.24 17:15 23.05.24 17:15

Current data

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

Life cycle

Fixing20.12.2024
Settlement date11.12.2023
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

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.

Key figures on issue

Issue price0.24
Underlying price on issue487.20
Premium0.17%
Premium p.a.0.28%
Leverage7.48
Implied volatility0.28

Reference data

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

Key figures

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.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

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