Last price paid | 0.20 | |
Change | -13.04% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 25.09.2024 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 | -60.20% |
Year to date (YTD) | n.a. |
1 month | -35.48% |
3 months | -39.39% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.49 |
Underlying price on issue | 528.40 |
Premium | 0.11% |
Premium p.a. | 0.21% |
Leverage | 8.34 |
Implied volatility | 0.25 |
ISIN | CH1305145711 |
Symbol | GEBQPZ |
Security | 130514571 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | Geberit N, CH0030170408 |
Underlying ISIN | CH0030170408 |
Strike | 520.00 |
C/P type | put |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 100 |
Value day | 19.03.2024 |
Premium | 10.66% |
Premium p.a. | 21.26% |
Leverage | 28.73 |
Implied volatility | 24.59% |
Moneyness | out-of-the-money |
Leverage | 8.3412 |
Delta | -0.2903 |
Gamma | 0.0000 |
Theta | -0.0008 |
Rho | -0.0091 |
Vega | 0.0136 |
Fair value | 0.20 |
Intrinsic value | n.a. |
Break-even | 500.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 131.15 |
LOGITECH INT. | 74.76 |
UBS | 26.20 |
Partners Group Ho... | 1'259.00 |
Lonza Group | 540.40 |
Name | Price |
---|---|
NOVARTIS N | 97.90 |
Givaudan | 4'609.00 |
KUEHNE & NAGEL | 231.90 |
GEBERIT N | 559.60 |
ZURICH INSURANCE | 515.40 |