Last price paid | 0.045 | |
Change | -10.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.06.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 19.12.2023 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -50.00% |
Year to date (YTD) | -50.00% |
1 month | -40.00% |
3 months | -25.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.08 |
Underlying price on issue | 510.10 |
Premium | 0.20% |
Premium p.a. | 0.37% |
Leverage | 12.14 |
Implied volatility | 0.22 |
ISIN | CH1281051818 |
Symbol | GEB5NZ |
Security | 128105181 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Geberit N, CH0030170408 |
Underlying ISIN | CH0030170408 |
Strike | 640.00 |
C/P type | call |
Subscription ratio | 200.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 200 |
Value day | 12.12.2023 |
Premium | 20.22% |
Premium p.a. | 37.09% |
Leverage | 67.38 |
Implied volatility | 22.16% |
Moneyness | out-of-the-money |
Leverage | 12.1358 |
Delta | 0.1801 |
Gamma | 0.0000 |
Theta | -0.0003 |
Rho | 0.0024 |
Vega | 0.0052 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 648.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 252.80 |
Swiss Life Hldg | 653.80 |
SWISSCOM N | 500.00 |
Givaudan | 4'314.00 |
NOVARTIS N | 93.99 |
Name | Price |
---|---|
Holcim | 78.70 |
UBS | 27.03 |
ABB Ltd | 49.79 |
Partners Group Ho... | 1'154.00 |
Sika AG | 255.40 |