Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 19.09.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 28.12.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -97.31% |
Year to date (YTD) | n.a. |
1 month | -87.50% |
3 months | -91.18% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.39 |
Underlying price on issue | 538.90 |
Premium | 0.06% |
Premium p.a. | 3.02% |
Leverage | 48.93 |
Implied volatility | 0.32 |
ISIN | CH1305127321 |
Symbol | GEB43Z |
Security | 130512732 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Geberit N, CH0030170408 |
Underlying ISIN | CH0030170408 |
Strike | 520.00 |
C/P type | put |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 100 |
Value day | 19.12.2023 |
Premium | 5.78% |
Premium p.a. | 301.52% |
Leverage | 524.57 |
Implied volatility | 31.83% |
Moneyness | out-of-the-money |
Leverage | 48.9263 |
Delta | -0.0933 |
Gamma | 0.0001 |
Theta | -0.0027 |
Rho | -0.0001 |
Vega | 0.0013 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 518.95 |
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 |