Last price paid | 0.22 | |
Change | +4.76% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 05.06.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 28.02.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | +40.63% |
Year to date (YTD) | n.a. |
1 month | +100.00% |
3 months | +46.67% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.16 |
Underlying price on issue | 514.20 |
Premium | 0.13% |
Premium p.a. | 0.21% |
Leverage | 9.13 |
Implied volatility | 0.23 |
ISIN | CH1305139086 |
Symbol | GEB7MZ |
Security | 130513908 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
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 | 21.02.2024 |
Premium | 12.61% |
Premium p.a. | 21.41% |
Leverage | 24.57 |
Implied volatility | 22.76% |
Moneyness | out-of-the-money |
Leverage | 9.1256 |
Delta | 0.3714 |
Gamma | 0.0000 |
Theta | -0.0009 |
Rho | 0.0108 |
Vega | 0.0160 |
Fair value | 0.23 |
Intrinsic value | n.a. |
Break-even | 622.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 266.30 |
ABB Ltd | 50.22 |
LOGITECH INT. | 89.00 |
Compagnie Financi... | 146.80 |
NOVARTIS N | 94.50 |
Name | Price |
---|---|
Nestlé SA | 97.72 |
UBS | 27.95 |
GEBERIT N | 552.80 |
ROCHE GS | 236.10 |
SWISSCOM N | 507.00 |