Last price paid | 0.13 | |
Change | -7.14% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 20.06.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 28.12.2023 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -47.92% |
Year to date (YTD) | -43.48% |
1 month | +18.18% |
3 months | -31.58% |
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 | 7.56 |
Implied volatility | 0.24 |
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 | 9.04% |
Premium p.a. | 16.50% |
Leverage | 21.77 |
Implied volatility | 24.07% |
Moneyness | out-of-the-money |
Leverage | 7.5619 |
Delta | -0.3474 |
Gamma | 0.0000 |
Theta | -0.0004 |
Rho | -0.0059 |
Vega | 0.0074 |
Fair value | 0.13 |
Intrinsic value | n.a. |
Break-even | 495.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'178.50 |
SONOVA HLDG N | 274.20 |
Alcon AG | 79.88 |
Swiss Re | 113.15 |
Lonza Group | 480.60 |
Name | Price |
---|---|
KUEHNE & NAGEL | 258.80 |
Compagnie Financi... | 139.65 |
LOGITECH INT. | 87.24 |
Holcim | 81.54 |
ROCHE GS | 250.00 |