Last price paid | 0.01 | |
Change | -33.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 28.08.2024 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 | -92.86% |
Year to date (YTD) | -94.74% |
1 month | -81.82% |
3 months | -93.33% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.21 |
Underlying price on issue | 538.90 |
Premium | 0.09% |
Premium p.a. | 4.80% |
Leverage | 34.93 |
Implied volatility | 0.46 |
ISIN | CH1305127040 |
Symbol | GEBFHZ |
Security | 130512704 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Geberit N, CH0030170408 |
Underlying ISIN | CH0030170408 |
Strike | 600.00 |
C/P type | call |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 100 |
Value day | 19.12.2023 |
Premium | 9.20% |
Premium p.a. | 479.97% |
Leverage | 367.20 |
Implied volatility | 45.76% |
Moneyness | out-of-the-money |
Leverage | 34.9325 |
Delta | 0.0951 |
Gamma | 0.0000 |
Theta | -0.0041 |
Rho | 0.0001 |
Vega | 0.0013 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 601.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 303.40 |
Compagnie Financi... | 132.35 |
ROCHE GS | 272.70 |
Sika AG | 281.20 |
Nestlé SA | 85.30 |
Name | Price |
---|---|
Holcim | 83.94 |
ABB Ltd | 49.64 |
Lonza Group | 535.80 |
LOGITECH INT. | 74.58 |
Givaudan | 4'601.00 |