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ZKB Call Warrant auf
Givaudan AG

ISIN: CH1305144276 Security: 130514427 Symbol: GIV5DZ Life cycle
Secondary market

Bid Price 0.15

Ask Price 0.16

Currency CHF

Exchange SIX Structured Products

Volume 325'000.00

Volume 325'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 11.03.2024
Key Information Document DE 11.03.2024
Key Information Document EN 11.03.2024
Key Information Document FR 11.03.2024
Key Information Document IT 11.03.2024

Price data

  Bid Ask
Price 0.15 0.16
Volume 325'000.00 325'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.15
Change +36.36% [ +0.04 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date18.03.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +29.17%
Year to date (YTD) n.a.
1 month +100.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.12
Underlying price on issue3'923.50
Premium0.03%
Premium p.a.0.24%
Leverage24.66
Implied volatility0.16

Reference data

ISIN CH1305144276
Symbol GIV5DZ
Security 130514427
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Givaudan N, CH0010645932
Underlying ISIN CH0010645932
Strike 4'200.00
C/P type call
Subscription ratio 500.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 500
Value day 11.03.2024

Key figures

Premium 2.75%
Premium p.a. 23.90%
Leverage 53.72
Implied volatility 16.23%
Moneyness out-of-the-money
Leverage 24.6562
Delta 0.4590
Gamma 0.0000
Theta -0.0023
Rho 0.0042
Vega 0.0112
Fair value 0.16
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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