Last price paid | 0.30 | |
Change | +3.45% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.05.2024 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 | -37.76% |
Year to date (YTD) | n.a. |
1 month | -50.82% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.49 |
Underlying price on issue | 528.40 |
Premium | 0.13% |
Premium p.a. | 0.16% |
Leverage | 5.64 |
Implied volatility | 0.26 |
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 | 13.18% |
Premium p.a. | 15.57% |
Leverage | 18.49 |
Implied volatility | 26.40% |
Moneyness | out-of-the-money |
Leverage | 5.6374 |
Delta | -0.3050 |
Gamma | 0.0000 |
Theta | -0.0007 |
Rho | -0.0171 |
Vega | 0.0182 |
Fair value | 0.31 |
Intrinsic value | n.a. |
Break-even | 489.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 297.20 |
LOGITECH INT. | 87.72 |
ABB Ltd | 48.87 |
Givaudan | 4'234.00 |
Swiss Life Hldg | 624.60 |
Name | Price |
---|---|
Nestlé SA | 93.24 |
KUEHNE & NAGEL | 243.40 |
SWISSCOM N | 493.40 |
Partners Group Ho... | 1'256.50 |
NOVARTIS N | 92.79 |