Last price paid | 0.52 | |
Change | -7.14% [ -0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.06.2024 17:20 |
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 | +81.67% |
Year to date (YTD) | n.a. |
1 month | -28.77% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.30 |
Underlying price on issue | 502.00 |
Premium | 0.02% |
Premium p.a. | 0.08% |
Leverage | 7.69 |
Implied volatility | 0.25 |
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 | 2.04% |
Premium p.a. | 7.85% |
Leverage | 9.97 |
Implied volatility | 24.36% |
Moneyness | in-the-money |
Leverage | 7.7437 |
Delta | 0.7766 |
Gamma | 0.0000 |
Theta | -0.0012 |
Rho | 0.0096 |
Vega | 0.0083 |
Fair value | 0.11 |
Intrinsic value | n.a. |
Break-even | 554.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 95.72 |
Partners Group Ho... | 1'166.50 |
GEBERIT N | 543.20 |
UBS | 27.31 |
Nestlé SA | 94.66 |
Name | Price |
---|---|
SONOVA HLDG N | 270.30 |
Swiss Re | 112.10 |
Swiss Life Hldg | 651.80 |
LOGITECH INT. | 86.66 |
Holcim | 78.88 |