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ZKB Call Warrant auf
Givaudan AG

ISIN: CH1305148426 Security: 130514842 Symbol: GIV4NZ Life cycle
redeemed

Bid Price 0.001

Ask Price 0.02

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 21.06.2024 12:00:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 25.03.2024
Key Information Document DE 25.03.2024
Key Information Document EN 25.03.2024
Key Information Document FR 25.03.2024
Key Information Document IT 25.03.2024

Price data

  Bid Ask
Price 0.001 0.02
Volume 1'000'000.00 250'000.00
Date/time 21.06.24 12:00 21.06.24 12:00

Current data

Last price paid 0.02
Change -33.33% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 21.06.2024 12:05

Life cycle

Fixing21.06.2024
Settlement date03.04.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -88.33%
Year to date (YTD) n.a.
1 month -42.86%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.09
Underlying price on issue4'032.00
Premium0.02%
Premium p.a.1.19%
Leverage116.62
Implied volatility0.13

Reference data

ISIN CH1305148426
Symbol GIV4NZ
Security 130514842
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Givaudan N, CH0010645932
Underlying ISIN CH0010645932
Strike 4'400.00
C/P type call
Subscription ratio 500.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 500
Value day 25.03.2024

Key figures

Premium 2.28%
Premium p.a. 118.95%
Leverage 820.38
Implied volatility 13.47%
Moneyness out-of-the-money
Leverage 116.6202
Delta 0.1422
Gamma 0.0000
Theta -0.0025
Rho 0.0002
Vega 0.0025
Fair value 0.01
Intrinsic value n.a.
Break-even 4'405.25
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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