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ZKB Put Warrant auf
Geberit AG

ISIN: CH1305151594 Security: 130515159 Symbol: GEBP1Z Life cycle
Secondary market

Bid Price 0.18

Ask Price 0.19

Currency CHF

Exchange SIX Structured Products

Volume 550'000.00

Volume 550'000.00

Date/time (delayed) 23.05.2024 12:17:35

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 12.04.2024
Key Information Document DE 12.04.2024
Key Information Document EN 12.04.2024
Key Information Document FR 12.04.2024
Key Information Document IT 12.04.2024

Price data

  Bid Ask
Price 0.18 0.19
Volume 550'000.00 550'000.00
Date/time 23.05.24 12:17 23.05.24 12:17

Current data

Last price paid 0.19
Change +5.56% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing21.03.2025
Settlement date19.04.2024
Last trading21.03.2025
Final fixing21.03.2025
Currency redemptionCHF

Performance

Perf. since issue -50.00%
Year to date (YTD) n.a.
1 month -52.50%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.37
Underlying price on issue507.60
Premium0.18%
Premium p.a.0.22%
Leverage6.24
Implied volatility0.27

Reference data

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

Key figures

Premium 18.29%
Premium p.a. 21.60%
Leverage 30.53
Implied volatility 27.35%
Moneyness out-of-the-money
Leverage 6.2403
Delta -0.2044
Gamma 0.0000
Theta -0.0006
Rho -0.0113
Vega 0.0147
Fair value 0.19
Intrinsic value n.a.
Break-even 461.50
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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