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ZKB Put Warrant auf
Givaudan AG

ISIN: CH1305146826 Security: 130514682 Symbol: GIV5FZ Life cycle
Secondary market

Bid Price 0.52

Ask Price 0.53

Currency CHF

Exchange SIX Structured Products

Volume 350'000.00

Volume 350'000.00

Date/time (delayed) 17.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 20.03.2024
Key Information Document DE 20.03.2024
Key Information Document EN 20.03.2024
Key Information Document FR 20.03.2024
Key Information Document IT 20.03.2024

Price data

  Bid Ask
Price 0.52 0.53
Volume 350'000.00 350'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.53
Change -7.02% [ -0.04 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing21.03.2025
Settlement date27.03.2024
Last trading21.03.2025
Final fixing21.03.2025
Currency redemptionCHF

Performance

Perf. since issue -21.64%
Year to date (YTD) n.a.
1 month -33.75%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.67
Underlying price on issue4'108.00
Premium0.11%
Premium p.a.0.12%
Leverage5.98
Implied volatility0.23

Reference data

ISIN CH1305146826
Symbol GIV5FZ
Security 130514682
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
Underlying Givaudan N, CH0010645932
Underlying ISIN CH0010645932
Strike 4'000.00
C/P type put
Subscription ratio 500.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 500
Value day 20.03.2024

Key figures

Premium 10.59%
Premium p.a. 12.27%
Leverage 15.92
Implied volatility 22.78%
Moneyness out-of-the-money
Leverage 5.9807
Delta -0.3756
Gamma 0.0000
Theta -0.0011
Rho -0.0289
Vega 0.0292
Fair value 0.53
Intrinsic value n.a.
Break-even 3'737.50
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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