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 |
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 | -50.00% |
Year to date (YTD) | n.a. |
1 month | -52.50% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.37 |
Underlying price on issue | 507.60 |
Premium | 0.18% |
Premium p.a. | 0.22% |
Leverage | 6.24 |
Implied volatility | 0.27 |
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 | 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. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 48.84 |
LOGITECH INT. | 87.28 |
Swiss Re | 111.90 |
ROCHE GS | 234.40 |
UBS | 27.89 |
Name | Price |
---|---|
Nestlé SA | 94.02 |
Partners Group Ho... | 1'250.50 |
KUEHNE & NAGEL | 244.20 |
SWISSCOM N | 496.40 |
Holcim | 79.06 |