Last price paid | 0.13 | |
Change | +8.33% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 25.06.2024 17:20 |
Perf. since issue | -43.75% |
Year to date (YTD) | -43.48% |
1 month | n.a. |
3 months | -38.10% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.24 |
Underlying price on issue | 538.80 |
Premium | 0.09% |
Premium p.a. | 0.16% |
Leverage | 7.28 |
Implied volatility | 0.25 |
ISIN | CH1305127362 |
Symbol | GEBVVZ |
Security | 130512736 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Geberit N, CH0030170408 |
Underlying ISIN | CH0030170408 |
Strike | 520.00 |
C/P type | put |
Subscription ratio | 200.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 200 |
Value day | 19.12.2023 |
Premium | 8.77% |
Premium p.a. | 16.42% |
Leverage | 20.01 |
Implied volatility | 24.78% |
Moneyness | out-of-the-money |
Leverage | 7.2776 |
Delta | -0.3636 |
Gamma | 0.0000 |
Theta | -0.0004 |
Rho | -0.0060 |
Vega | 0.0074 |
Fair value | 0.14 |
Intrinsic value | n.a. |
Break-even | 493.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.35 |
Sika AG | 257.10 |
Givaudan | 4'347.00 |
NOVARTIS N | 95.89 |
SWISSCOM N | 505.50 |
Name | Price |
---|---|
UBS | 26.51 |
Partners Group Ho... | 1'152.00 |
GEBERIT N | 540.40 |
ABB Ltd | 49.67 |
Alcon AG | 80.08 |