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ZKB Put Warrant auf
Givaudan AG

ISIN: CH1305138674 Security: 130513867 Symbol: GIVTMZ Life cycle
Secondary market

Bid Price 0.09

Ask Price 0.10

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 500'000.00

Date/time (delayed) 17.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 21.02.2024
Key Information Document DE 21.02.2024
Key Information Document EN 21.02.2024
Key Information Document FR 21.02.2024
Key Information Document IT 21.02.2024

Price data

  Bid Ask
Price 0.09 0.10
Volume 1'000'000.00 500'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.10
Change -9.09% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date28.02.2024
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -76.83%
Year to date (YTD) n.a.
1 month -56.52%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.41
Underlying price on issue3'719.00
Premium0.15%
Premium p.a.0.41%
Leverage12.09
Implied volatility0.25

Reference data

ISIN CH1305138674
Symbol GIVTMZ
Security 130513867
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Givaudan N, CH0010645932
Underlying ISIN CH0010645932
Strike 3'600.00
C/P type put
Subscription ratio 500.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 500
Value day 21.02.2024

Key figures

Premium 15.01%
Premium p.a. 41.20%
Leverage 88.00
Implied volatility 25.25%
Moneyness out-of-the-money
Leverage 12.0926
Delta -0.1374
Gamma 0.0000
Theta -0.0010
Rho -0.0045
Vega 0.0111
Fair value 0.10
Intrinsic value n.a.
Break-even 3'552.50
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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