Last price paid | 0.065 | |
Change | -7.14% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 25.06.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 28.12.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Issue price | 0.21 |
Underlying price on issue | 538.90 |
Premium | 0.12% |
Premium p.a. | 0.47% |
Leverage | 17.41 |
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 | 12.14% |
Premium p.a. | 47.14% |
Leverage | 90.07 |
Implied volatility | 21.58% |
Moneyness | out-of-the-money |
Leverage | 17.4075 |
Delta | 0.1933 |
Gamma | 0.0000 |
Theta | -0.0009 |
Rho | 0.0025 |
Vega | 0.0075 |
Fair value | 0.06 |
Intrinsic value | n.a. |
Break-even | 606.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.35 |
Sika AG | 257.10 |
Givaudan | 4'347.00 |
NOVARTIS N | 95.89 |
SWISSCOM N | 505.50 |
Name | Price |
---|---|
UBS | 26.51 |
Partners Group Ho... | 1'152.00 |
GEBERIT N | 540.40 |
ABB Ltd | 49.67 |
Alcon AG | 80.08 |