Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 19.09.2024 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 | -95.96% |
Year to date (YTD) | n.a. |
1 month | -75.00% |
3 months | -87.50% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.26 |
Underlying price on issue | 524.80 |
Premium | 0.09% |
Premium p.a. | 4.91% |
Leverage | 34.50 |
Implied volatility | 0.47 |
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 | 9.41% |
Premium p.a. | 490.85% |
Leverage | 524.57 |
Implied volatility | 47.28% |
Moneyness | out-of-the-money |
Leverage | 34.5045 |
Delta | -0.0658 |
Gamma | 0.0000 |
Theta | -0.0031 |
Rho | -0.0001 |
Vega | 0.0010 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 498.95 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 49.64 |
Givaudan | 4'634.00 |
Compagnie Financi... | 120.75 |
Sika AG | 275.70 |
Holcim | 84.34 |
Name | Price |
---|---|
LOGITECH INT. | 72.50 |
UBS | 25.79 |
Swiss Life Hldg | 713.60 |
Lonza Group | 535.20 |
Partners Group Ho... | 1'236.00 |