Last price paid | 0.21 | |
Change | -4.55% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 20.06.2024 17:20 |
Fixing | 21.03.2025 |
Settlement date | 19.04.2024 |
Last trading | 21.03.2025 |
Final fixing | 21.03.2025 |
Currency redemption | CHF |
Perf. since issue | -41.89% |
Year to date (YTD) | n.a. |
1 month | +10.53% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.37 |
Underlying price on issue | 507.60 |
Premium | 0.15% |
Premium p.a. | 0.19% |
Leverage | 6.38 |
Implied volatility | 0.26 |
ISIN | CH1305151594 |
Symbol | GEBP1Z |
Security | 130515159 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
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 | 12.04.2024 |
Premium | 14.71% |
Premium p.a. | 19.18% |
Leverage | 25.00 |
Implied volatility | 26.38% |
Moneyness | out-of-the-money |
Leverage | 6.3838 |
Delta | -0.2553 |
Gamma | 0.0000 |
Theta | -0.0006 |
Rho | -0.0122 |
Vega | 0.0151 |
Fair value | 0.22 |
Intrinsic value | n.a. |
Break-even | 458.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 252.80 |
Swiss Life Hldg | 653.80 |
SWISSCOM N | 500.00 |
Givaudan | 4'314.00 |
NOVARTIS N | 93.99 |
Name | Price |
---|---|
Holcim | 78.70 |
UBS | 27.03 |
ABB Ltd | 49.79 |
Partners Group Ho... | 1'154.00 |
Sika AG | 255.40 |