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ZKB Put Warrant auf
Geberit AG

ISIN: CH1305127362 Security: 130512736 Symbol: GEBVVZ Life cycle
Secondary market

Bid Price 0.11

Ask Price 0.12

Currency CHF

Exchange SIX Structured Products

Volume 700'000.00

Volume 700'000.00

Date/time (delayed) 23.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 19.12.2023
Key Information Document DE 19.12.2023
Key Information Document EN 19.12.2023
Key Information Document FR 19.12.2023
Key Information Document IT 19.12.2023

Price data

  Bid Ask
Price 0.11 0.12
Volume 700'000.00 700'000.00
Date/time 23.05.24 17:15 23.05.24 17:15

Current data

Last price paid 0.11
Change -8.33% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 16.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date28.12.2023
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -52.08%
Year to date (YTD) -52.17%
1 month -59.26%
3 months -59.26%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.24
Underlying price on issue538.80
Premium0.12%
Premium p.a.0.19%
Leverage7.08
Implied volatility0.26

Reference data

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

Key figures

Premium 12.00%
Premium p.a. 19.22%
Leverage 24.56
Implied volatility 25.62%
Moneyness out-of-the-money
Leverage 7.0774
Delta -0.2882
Gamma 0.0000
Theta -0.0004
Rho -0.0058
Vega 0.0076
Fair value 0.12
Intrinsic value n.a.
Break-even 497.00
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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