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 | -59.62% |
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. | 0.37% |
Leverage | 10.59 |
Implied volatility | 0.27 |
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 | 12.81% |
Premium p.a. | 36.52% |
Leverage | 53.47 |
Implied volatility | 26.56% |
Moneyness | out-of-the-money |
Leverage | 10.5907 |
Delta | -0.1981 |
Gamma | 0.0000 |
Theta | -0.0009 |
Rho | -0.0043 |
Vega | 0.0092 |
Fair value | 0.11 |
Intrinsic value | n.a. |
Break-even | 489.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 291.50 |
LOGITECH INT. | 86.32 |
Alcon AG | 82.44 |
Holcim | 79.02 |
GEBERIT N | 561.40 |
Name | Price |
---|---|
Compagnie Financi... | 140.60 |
Swiss Life Hldg | 616.40 |
ROCHE GS | 231.90 |
NOVARTIS N | 93.16 |
ABB Ltd | 48.11 |