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ZKB Call Warrant auf
Geberit AG

ISIN: CH1305146487 Security: 130514648 Symbol: GEBOZZ Life cycle
Secondary market

Bid Price 0.39

Ask Price 0.40

Currency CHF

Exchange SIX Structured Products

Volume 225'000.00

Volume 225'000.00

Date/time (delayed) 23.05.2024 02:23:43

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 19.03.2024
Key Information Document DE 19.03.2024
Key Information Document EN 19.03.2024
Key Information Document FR 19.03.2024
Key Information Document IT 19.03.2024

Price data

  Bid Ask
Price 0.39 0.40
Volume 225'000.00 225'000.00
Date/time 23.05.24 14:23 23.05.24 14:23

Current data

Last price paid 0.35
Change -2.78% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 21.05.2024 17:20

Life cycle

Fixing21.03.2025
Settlement date26.03.2024
Last trading21.03.2025
Final fixing21.03.2025
Currency redemptionCHF

Performance

Perf. since issue +67.39%
Year to date (YTD) n.a.
1 month +133.33%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.23
Underlying price on issue528.40
Premium0.12%
Premium p.a.0.15%
Leverage6.87
Implied volatility0.23

Reference data

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

Key figures

Premium 12.45%
Premium p.a. 14.71%
Leverage 14.75
Implied volatility 23.36%
Moneyness out-of-the-money
Leverage 6.8692
Delta 0.4658
Gamma 0.0000
Theta -0.0009
Rho 0.0191
Vega 0.0208
Fair value 0.39
Intrinsic value n.a.
Break-even 638.50
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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