Last price paid | 0.30 | |
Change | -6.25% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 04.06.2024 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 | +32.61% |
Year to date (YTD) | n.a. |
1 month | +76.47% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.23 |
Underlying price on issue | 528.40 |
Premium | 0.14% |
Premium p.a. | 0.18% |
Leverage | 7.39 |
Implied volatility | 0.23 |
ISIN | CH1305146487 |
Symbol | GEBOZZ |
Security | 130514648 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | Geberit N, CH0030170408 |
Underlying ISIN | CH0030170408 |
Strike | 600.00 |
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 | 14.30% |
Premium p.a. | 17.64% |
Leverage | 18.09 |
Implied volatility | 23.48% |
Moneyness | out-of-the-money |
Leverage | 7.3906 |
Delta | 0.4087 |
Gamma | 0.0000 |
Theta | -0.0009 |
Rho | 0.0158 |
Vega | 0.0193 |
Fair value | 0.31 |
Intrinsic value | n.a. |
Break-even | 630.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 94.24 |
SONOVA HLDG N | 289.20 |
ROCHE GS | 236.50 |
SWISSCOM N | 507.00 |
Givaudan | 4'297.00 |
Name | Price |
---|---|
Holcim | 77.84 |
KUEHNE & NAGEL | 256.90 |
UBS | 27.79 |
LOGITECH INT. | 87.22 |
Swiss Life Hldg | 627.60 |