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ZKB Call Warrant auf
Geberit AG

ISIN: CH1305127040 Security: 130512704 Symbol: GEBFHZ Life cycle
redeemed

Bid Price 0.005

Ask Price 0.025

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 20.09.2024 12:00:00

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 0.005 0.025
Volume 1'000'000.00 250'000.00
Date/time 20.09.24 12:00 20.09.24 12:00

Current data

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

Life cycle

Fixing20.09.2024
Settlement date28.12.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

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.

Key figures on issue

Issue price0.21
Underlying price on issue538.90
Premium0.09%
Premium p.a.4.80%
Leverage34.93
Implied volatility0.46

Reference data

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

Key figures

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.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

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