Last price paid | 0.15 | |
Change | -6.25% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.06.2024 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 | -9.37% |
Year to date (YTD) | n.a. |
1 month | -42.31% |
3 months | -28.57% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.16 |
Underlying price on issue | 514.20 |
Premium | 0.14% |
Premium p.a. | 0.26% |
Leverage | 10.89 |
Implied volatility | 0.21 |
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 | 14.01% |
Premium p.a. | 25.69% |
Leverage | 37.17 |
Implied volatility | 21.42% |
Moneyness | out-of-the-money |
Leverage | 10.8922 |
Delta | 0.2930 |
Gamma | 0.0000 |
Theta | -0.0008 |
Rho | 0.0078 |
Vega | 0.0137 |
Fair value | 0.15 |
Intrinsic value | n.a. |
Break-even | 614.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 252.80 |
Swiss Life Hldg | 653.80 |
SWISSCOM N | 500.00 |
Givaudan | 4'314.00 |
NOVARTIS N | 93.99 |
Name | Price |
---|---|
Holcim | 78.70 |
UBS | 27.03 |
ABB Ltd | 49.79 |
Partners Group Ho... | 1'154.00 |
Sika AG | 255.40 |