Last price paid | 0.03 | |
Change | -14.29% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 25.09.2024 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 | -89.58% |
Year to date (YTD) | -80.00% |
1 month | -50.00% |
3 months | -57.14% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.24 |
Underlying price on issue | 487.20 |
Premium | 0.15% |
Premium p.a. | 0.54% |
Leverage | 13.57 |
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 | 14.94% |
Premium p.a. | 53.97% |
Leverage | 111.68 |
Implied volatility | 26.76% |
Moneyness | out-of-the-money |
Leverage | 13.5651 |
Delta | -0.1215 |
Gamma | 0.0000 |
Theta | -0.0004 |
Rho | -0.0010 |
Vega | 0.0030 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 475.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 133.65 |
SONOVA HLDG N | 303.30 |
Sika AG | 281.40 |
ROCHE GS | 272.30 |
Nestlé SA | 85.32 |
Name | Price |
---|---|
Holcim | 83.98 |
ABB Ltd | 49.70 |
Lonza Group | 536.20 |
Swiss Re | 117.25 |
Givaudan | 4'600.00 |