Last price paid | 0.075 | |
Change | +15.38% [ +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 | 19.12.2023 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | 0.00% |
Year to date (YTD) | -16.67% |
1 month | +114.29% |
3 months | +87.50% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.08 |
Underlying price on issue | 510.10 |
Premium | 0.16% |
Premium p.a. | 0.26% |
Leverage | 10.05 |
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 | 16.11% |
Premium p.a. | 25.78% |
Leverage | 35.31 |
Implied volatility | 22.07% |
Moneyness | out-of-the-money |
Leverage | 10.0474 |
Delta | 0.2845 |
Gamma | 0.0000 |
Theta | -0.0004 |
Rho | 0.0045 |
Vega | 0.0076 |
Fair value | 0.08 |
Intrinsic value | n.a. |
Break-even | 656.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Nestlé SA | 94.06 |
Partners Group Ho... | 1'249.00 |
KUEHNE & NAGEL | 243.40 |
SWISSCOM N | 496.00 |
Holcim | 79.00 |