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ZKB Put Warrant auf
Geberit AG

ISIN: CH1305151487 Security: 130515148 Symbol: GEB8PZ 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 11.04.2024
Key Information Document DE 11.04.2024
Key Information Document EN 11.04.2024
Key Information Document FR 11.04.2024
Key Information Document IT 11.04.2024

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 0.01
Change -33.33% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.06.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date18.04.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -92.50%
Year to date (YTD) n.a.
1 month -50.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.14
Underlying price on issue505.60
Premium0.11%
Premium p.a.5.81%
Leverage30.17
Implied volatility0.55

Reference data

ISIN CH1305151487
Symbol GEB8PZ
Security 130515148
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Geberit N, CH0030170408
Underlying ISIN CH0030170408
Strike 480.00
C/P type put
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 100
Value day 11.04.2024

Key figures

Premium 11.14%
Premium p.a. 580.92%
Leverage 513.33
Implied volatility 54.77%
Moneyness out-of-the-money
Leverage 30.1678
Delta -0.0588
Gamma 0.0000
Theta -0.0032
Rho -0.0001
Vega 0.0009
Fair value 0.01
Intrinsic value n.a.
Break-even 478.95
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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