Last price paid | 0.52 | |
Change | -1.89% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.05.2024 17:20 |
Fixing | 21.03.2025 |
Settlement date | 26.03.2024 |
Last trading | 21.03.2025 |
Final fixing | 21.03.2025 |
Currency redemption | CHF |
Perf. since issue | +61.43% |
Year to date (YTD) | n.a. |
1 month | +126.09% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.35 |
Underlying price on issue | 528.40 |
Premium | 0.09% |
Premium p.a. | 0.10% |
Leverage | 5.89 |
Implied volatility | 0.24 |
ISIN | CH1305146461 |
Symbol | GEB0PZ |
Security | 130514646 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | Geberit N, CH0030170408 |
Underlying ISIN | CH0030170408 |
Strike | 560.00 |
C/P type | call |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 100 |
Value day | 19.03.2024 |
Premium | 8.88% |
Premium p.a. | 10.49% |
Leverage | 10.02 |
Implied volatility | 24.07% |
Moneyness | in-the-money |
Leverage | 5.8899 |
Delta | 0.5877 |
Gamma | 0.0000 |
Theta | -0.0009 |
Rho | 0.0234 |
Vega | 0.0203 |
Fair value | 0.50 |
Intrinsic value | n.a. |
Break-even | 616.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 49.03 |
LOGITECH INT. | 87.36 |
UBS | 27.94 |
Swiss Re | 111.85 |
ROCHE GS | 234.30 |
Name | Price |
---|---|
Nestlé SA | 93.92 |
KUEHNE & NAGEL | 243.60 |
SWISSCOM N | 495.20 |
Partners Group Ho... | 1'258.00 |
NOVARTIS N | 93.31 |