Inhaltsseite: Home

ZKB Call Warrant auf
Geberit AG

ISIN: CH1305127040 Security: 130512704 Symbol: GEBFHZ Life cycle
Secondary market

Bid Price 0.055

Ask Price 0.065

Currency CHF

Exchange SIX Structured Products

Volume 925'000.00

Volume 475'000.00

Date/time (delayed) 25.06.2024 05:15:01

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 0.055 0.065
Volume 925'000.00 475'000.00
Date/time 25.06.24 17:15 25.06.24 17:15

Current data

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

Life cycle

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

Key figures on issue

Issue price0.21
Underlying price on issue538.90
Premium0.12%
Premium p.a.0.47%
Leverage17.41
Implied volatility0.22

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 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.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading