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ZKB Call Warrant auf
Givaudan AG

ISIN: CH1305134046 Security: 130513404 Symbol: GIV1UZ Life cycle
Secondary market

Bid Price 1.27

Ask Price 1.28

Currency CHF

Exchange SIX Structured Products

Volume 175'000.00

Volume 175'000.00

Date/time (delayed) 28.05.2024 09:08:50

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 1.27 1.28
Volume 175'000.00 175'000.00
Date/time 28.05.24 09:08 28.05.24 09:08

Current data

Last price paid 1.20
Change +2.56% [ +0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 27.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date05.02.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue +151.04%
Year to date (YTD) n.a.
1 month +44.58%
3 months +122.22%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.48
Underlying price on issue3'664.00
Premium0.04%
Premium p.a.0.06%
Leverage5.46
Implied volatility0.24

Reference data

ISIN CH1305134046
Symbol GIV1UZ
Security 130513404
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Givaudan N, CH0010645932
Underlying ISIN CH0010645932
Strike 3'800.00
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 3.54%
Premium p.a. 5.77%
Leverage 7.06
Implied volatility 23.68%
Moneyness in-the-money
Leverage 5.4601
Delta 0.7737
Gamma 0.0000
Theta -0.0013
Rho 0.0330
Vega 0.0200
Fair value 0.30
Intrinsic value n.a.
Break-even 4'402.50
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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