Last price paid | 0.36 | |
Change | -5.26% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 04.07.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 21.05.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -8.97% |
Year to date (YTD) | n.a. |
1 month | -7.69% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.39 |
Underlying price on issue | 552.70 |
Premium | 0.05% |
Premium p.a. | 0.10% |
Leverage | 7.40 |
Implied volatility | 0.22 |
ISIN | CH1338501153 |
Symbol | GEB7XZ |
Security | 133850115 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Geberit N, CH0030170408 |
Underlying ISIN | CH0030170408 |
Strike | 550.00 |
C/P type | put |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 100 |
Value day | 13.05.2024 |
Premium | 5.14% |
Premium p.a. | 10.09% |
Leverage | 15.28 |
Implied volatility | 21.85% |
Moneyness | in-the-money |
Leverage | 7.4033 |
Delta | -0.4845 |
Gamma | 0.0000 |
Theta | -0.0008 |
Rho | -0.0152 |
Vega | 0.0154 |
Fair value | 0.28 |
Intrinsic value | n.a. |
Break-even | 514.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Sika AG | 260.50 |
Alcon AG | 80.82 |
Holcim | 81.02 |
NOVARTIS N | 97.24 |
Partners Group Ho... | 1'200.00 |
Name | Price |
---|---|
ROCHE GS | 243.40 |
KUEHNE & NAGEL | 267.60 |
Compagnie Financi... | 140.55 |
UBS | 27.32 |
Givaudan | 4'319.00 |