Last price paid | 0.16 | |
Change | +6.67% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 23.05.2024 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 | -21.43% |
Year to date (YTD) | -15.79% |
1 month | n.a. |
3 months | +60.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.21 |
Underlying price on issue | 538.90 |
Premium | 0.09% |
Premium p.a. | 0.26% |
Leverage | 12.26 |
Implied volatility | 0.22 |
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 | 9.15% |
Premium p.a. | 26.31% |
Leverage | 34.23 |
Implied volatility | 21.84% |
Moneyness | out-of-the-money |
Leverage | 12.2569 |
Delta | 0.3581 |
Gamma | 0.0001 |
Theta | -0.0011 |
Rho | 0.0065 |
Vega | 0.0124 |
Fair value | 0.17 |
Intrinsic value | n.a. |
Break-even | 616.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 297.30 |
LOGITECH INT. | 87.98 |
ABB Ltd | 48.97 |
Givaudan | 4'239.00 |
Swiss Life Hldg | 625.00 |
Name | Price |
---|---|
Nestlé SA | 93.30 |
KUEHNE & NAGEL | 243.70 |
SWISSCOM N | 494.00 |
NOVARTIS N | 92.77 |
Partners Group Ho... | 1'259.00 |