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ZKB Call Warrant auf
Givaudan AG

ISIN: CH1305134038 Security: 130513403 Symbol: GIVLJZ Life cycle
Secondary market

Bid Price 0.55

Ask Price 0.56

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 27.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 29.01.2024
Key Information Document DE 29.01.2024
Key Information Document EN 29.01.2024
Key Information Document FR 29.01.2024
Key Information Document IT 29.01.2024

Price data

  Bid Ask
Price 0.55 0.56
Volume 150'000.00 150'000.00
Date/time 27.05.24 17:15 27.05.24 17:15

Current data

Last price paid 0.52
Change +4.00% [ +0.02 ]
Last traded volume n.a. Unit
Cumulative volume 608'000.00 Unit
Date/time 27.05.2024 17:15

Life cycle

Fixing21.06.2024
Settlement date05.02.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +326.92%
Year to date (YTD) n.a.
1 month +147.62%
3 months +271.43%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.13
Underlying price on issue3'664.00
Premium0.01%
Premium p.a.0.07%
Leverage13.11
Implied volatility0.20

Reference data

ISIN CH1305134038
Symbol GIVLJZ
Security 130513403
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Givaudan N, CH0010645932
Underlying ISIN CH0010645932
Strike 4'000.00
C/P type call
Subscription ratio 500.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 500
Value day 29.01.2024

Key figures

Premium 0.58%
Premium p.a. 6.57%
Leverage 15.33
Implied volatility 20.44%
Moneyness in-the-money
Leverage 13.1085
Delta 0.8553
Gamma 0.0000
Theta -0.0021
Rho 0.0059
Vega 0.0057
Fair value 0.05
Intrinsic value n.a.
Break-even 4'277.50
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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