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 |
Fixing | 20.09.2024 |
Settlement date | 10.04.2024 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
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. |
Issue price | 0.26 |
Underlying price on issue | 524.80 |
Premium | 0.13% |
Premium p.a. | 0.38% |
Leverage | 11.31 |
Implied volatility | 0.26 |
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 |
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. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 48.83 |
UBS | 27.96 |
LOGITECH INT. | 87.32 |
Swiss Re | 111.95 |
Givaudan | 4'219.00 |
Name | Price |
---|---|
Nestlé SA | 94.08 |
Partners Group Ho... | 1'250.00 |
KUEHNE & NAGEL | 243.80 |
SWISSCOM N | 496.00 |
Holcim | 78.90 |