Last price paid | 0.52 | |
Change | -10.34% [ -0.06 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 20.09.2024 12:05 |
Fixing | 20.09.2024 |
Settlement date | 24.04.2024 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | +70.00% |
Year to date (YTD) | n.a. |
1 month | +62.50% |
3 months | -7.14% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.30 |
Underlying price on issue | 502.00 |
Premium | 0.00% |
Premium p.a. | 0.04% |
Leverage | 10.50 |
Implied volatility | 0.37 |
ISIN | CH1305152139 |
Symbol | GEBVLZ |
Security | 130515213 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Geberit N, CH0030170408 |
Underlying ISIN | CH0030170408 |
Strike | 500.00 |
C/P type | call |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 100 |
Value day | 17.04.2024 |
Premium | 0.07% |
Premium p.a. | 3.79% |
Leverage | 10.80 |
Implied volatility | 36.51% |
Moneyness | in-the-money |
Leverage | 10.5023 |
Delta | 0.9728 |
Gamma | 0.0000 |
Theta | -0.0013 |
Rho | 0.0009 |
Vega | 0.0005 |
Fair value | 0.00 |
Intrinsic value | n.a. |
Break-even | 551.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Givaudan | 4'670.00 |
ABB Ltd | 49.73 |
Compagnie Financi... | 121.40 |
GEBERIT N | 563.00 |
Sika AG | 276.90 |
Name | Price |
---|---|
UBS | 25.60 |
KUEHNE & NAGEL | 233.60 |
Lonza Group | 533.40 |
LOGITECH INT. | 72.64 |
Swiss Life Hldg | 714.60 |