Last price paid | 0.12 | |
Change | +9.09% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 06.06.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 28.12.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -45.24% |
Year to date (YTD) | -36.84% |
1 month | +71.43% |
3 months | +33.33% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.21 |
Underlying price on issue | 538.90 |
Premium | 0.11% |
Premium p.a. | 0.36% |
Leverage | 13.59 |
Implied volatility | 0.23 |
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 | 10.94% |
Premium p.a. | 35.65% |
Leverage | 47.93 |
Implied volatility | 22.78% |
Moneyness | out-of-the-money |
Leverage | 13.5876 |
Delta | 0.2835 |
Gamma | 0.0000 |
Theta | -0.0011 |
Rho | 0.0044 |
Vega | 0.0103 |
Fair value | 0.12 |
Intrinsic value | n.a. |
Break-even | 611.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 242.60 |
Compagnie Financi... | 150.10 |
Swiss Re | 113.65 |
Holcim | 79.98 |
Alcon AG | 82.16 |
Name | Price |
---|---|
Partners Group Ho... | 1'165.00 |
Lonza Group | 500.20 |
Sika AG | 270.90 |
GEBERIT N | 550.80 |
SWISSCOM N | 503.50 |