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ZKB Call Warrant auf
Givaudan AG

ISIN: CH1305145331 Security: 130514533 Symbol: GIV8RZ Life cycle
Secondary market

Bid Price 0.17

Ask Price 0.18

Currency CHF

Exchange SIX Structured Products

Volume 625'000.00

Volume 625'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 18.03.2024
Key Information Document DE 18.03.2024
Key Information Document EN 18.03.2024
Key Information Document FR 18.03.2024
Key Information Document IT 18.03.2024

Price data

  Bid Ask
Price 0.17 0.18
Volume 625'000.00 625'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.17
Change +21.43% [ +0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date25.03.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue +2.94%
Year to date (YTD) n.a.
1 month +41.67%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.17
Underlying price on issue4'059.00
Premium0.17%
Premium p.a.0.26%
Leverage11.39
Implied volatility0.20

Reference data

ISIN CH1305145331
Symbol GIV8RZ
Security 130514533
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Givaudan N, CH0010645932
Underlying ISIN CH0010645932
Strike 4'800.00
C/P type call
Subscription ratio 500.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 500
Value day 18.03.2024

Key figures

Premium 16.93%
Premium p.a. 26.40%
Leverage 47.77
Implied volatility 20.17%
Moneyness out-of-the-money
Leverage 11.3914
Delta 0.2385
Gamma 0.0000
Theta -0.0010
Rho 0.0117
Vega 0.0207
Fair value 0.18
Intrinsic value n.a.
Break-even 4'887.50
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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