Last price paid | 0.19 | |
Change | -9.52% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 03.06.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 25.03.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +15.63% |
Year to date (YTD) | n.a. |
1 month | +153.33% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.16 |
Underlying price on issue | 527.20 |
Premium | 0.01% |
Premium p.a. | 0.17% |
Leverage | 20.47 |
Implied volatility | 0.19 |
ISIN | CH1305145299 |
Symbol | GEBKTZ |
Security | 130514529 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Geberit N, CH0030170408 |
Underlying ISIN | CH0030170408 |
Strike | 540.00 |
C/P type | call |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 100 |
Value day | 18.03.2024 |
Premium | 1.14% |
Premium p.a. | 16.66% |
Leverage | 29.85 |
Implied volatility | 19.27% |
Moneyness | in-the-money |
Leverage | 20.4739 |
Delta | 0.6859 |
Gamma | 0.0001 |
Theta | -0.0021 |
Rho | 0.0025 |
Vega | 0.0051 |
Fair value | 0.06 |
Intrinsic value | n.a. |
Break-even | 558.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Nestlé SA | 96.46 |
ABB Ltd | 49.79 |
ROCHE GS | 232.10 |
SWISSCOM N | 500.00 |
GEBERIT N | 552.20 |
Name | Price |
---|---|
LOGITECH INT. | 87.38 |
Swiss Re | 113.55 |
Sika AG | 270.90 |
SONOVA HLDG N | 283.00 |
Givaudan | 4'214.00 |