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ZKB Put Warrant auf
Geberit AG

ISIN: CH1305150158 Security: 130515015 Symbol: GEB8DZ Life cycle
Secondary market

Bid Price 0.085

Ask Price 0.095

Currency CHF

Exchange SIX Structured Products

Volume 625'000.00

Volume 325'000.00

Date/time (delayed) 23.05.2024 11:25:19

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 03.04.2024
Key Information Document DE 03.04.2024
Key Information Document EN 03.04.2024
Key Information Document FR 03.04.2024
Key Information Document IT 03.04.2024

Price data

  Bid Ask
Price 0.085 0.095
Volume 625'000.00 325'000.00
Date/time 23.05.24 11:25 23.05.24 11:25

Current data

Last price paid 0.10
Change +5.26% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date10.04.2024
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -65.38%
Year to date (YTD) n.a.
1 month -71.43%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.26
Underlying price on issue524.80
Premium0.13%
Premium p.a.0.38%
Leverage11.31
Implied volatility0.26

Reference data

ISIN CH1305150158
Symbol GEB8DZ
Security 130515015
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Geberit N, CH0030170408
Underlying ISIN CH0030170408
Strike 500.00
C/P type put
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 100
Value day 03.04.2024

Key figures

Premium 13.10%
Premium p.a. 37.64%
Leverage 62.78
Implied volatility 25.74%
Moneyness out-of-the-money
Leverage 11.3073
Delta -0.1801
Gamma 0.0000
Theta -0.0008
Rho -0.0039
Vega 0.0087
Fair value 0.09
Intrinsic value n.a.
Break-even 491.00
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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