Last price paid | 0.075 | |
Change | +7.14% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 03.06.2024 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) | -50.00% |
1 month | -46.43% |
3 months | -53.13% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.24 |
Underlying price on issue | 487.20 |
Premium | 0.16% |
Premium p.a. | 0.28% |
Leverage | 7.81 |
Implied volatility | 0.27 |
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 | 16.19% |
Premium p.a. | 27.61% |
Leverage | 39.71 |
Implied volatility | 27.21% |
Moneyness | out-of-the-money |
Leverage | 7.8057 |
Delta | -0.1965 |
Gamma | 0.0000 |
Theta | -0.0003 |
Rho | -0.0036 |
Vega | 0.0059 |
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 |
---|---|
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 |