Last price paid | 0.02 | |
Change | -20.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 15.08.2024 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 | -75.00% |
Year to date (YTD) | -77.78% |
1 month | -50.00% |
3 months | -73.33% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.08 |
Underlying price on issue | 510.10 |
Premium | 0.17% |
Premium p.a. | 0.59% |
Leverage | 17.50 |
Implied volatility | 0.23 |
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 | 16.79% |
Premium p.a. | 58.94% |
Leverage | 137.85 |
Implied volatility | 22.68% |
Moneyness | out-of-the-money |
Leverage | 17.4974 |
Delta | 0.1269 |
Gamma | 0.0000 |
Theta | -0.0003 |
Rho | 0.0009 |
Vega | 0.0031 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 644.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 118.75 |
SONOVA HLDG N | 292.70 |
Swiss Re | 117.30 |
Nestlé SA | 84.00 |
KUEHNE & NAGEL | 233.90 |
Name | Price |
---|---|
NOVARTIS N | 98.50 |
Lonza Group | 534.00 |
Holcim | 83.00 |
LOGITECH INT. | 72.70 |
Alcon AG | 83.28 |