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ZKB Call Warrant auf
Geberit AG

ISIN: CH1281051818 Security: 128105181 Symbol: GEB5NZ Life cycle
Secondary market

Bid Price 0.045

Ask Price 0.055

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 14.06.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 12.12.2023
Key Information Document DE 12.12.2023
Key Information Document EN 12.12.2023
Key Information Document FR 12.12.2023
Key Information Document IT 12.12.2023

Price data

  Bid Ask
Price 0.045 0.055
Volume 1'000'000.00 250'000.00
Date/time 14.06.24 17:15 14.06.24 17:15

Current data

Last price paid 0.055
Change -8.33% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 14.06.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date19.12.2023
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -37.50%
Year to date (YTD) -38.89%
1 month -15.38%
3 months +10.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.08
Underlying price on issue510.10
Premium0.20%
Premium p.a.0.35%
Leverage11.15
Implied volatility0.23

Reference data

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

Key figures

Premium 19.88%
Premium p.a. 35.23%
Leverage 54.22
Implied volatility 23.00%
Moneyness out-of-the-money
Leverage 11.1518
Delta 0.2057
Gamma 0.0000
Theta -0.0003
Rho 0.0029
Vega 0.0058
Fair value 0.05
Intrinsic value n.a.
Break-even 650.00
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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