Last price paid | 0.39 | |
Change | +8.33% [ +0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 25.06.2024 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 | -1.28% |
Year to date (YTD) | n.a. |
1 month | +18.18% |
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 | 6.83 |
Implied volatility | 0.23 |
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 | 5.45% |
Premium p.a. | 10.26% |
Leverage | 14.05 |
Implied volatility | 22.96% |
Moneyness | in-the-money |
Leverage | 6.8327 |
Delta | -0.4862 |
Gamma | 0.0000 |
Theta | -0.0008 |
Rho | -0.0160 |
Vega | 0.0157 |
Fair value | 0.30 |
Intrinsic value | n.a. |
Break-even | 511.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 274.80 |
Sika AG | 260.00 |
KUEHNE & NAGEL | 260.40 |
Lonza Group | 486.30 |
GEBERIT N | 541.00 |
Name | Price |
---|---|
Compagnie Financi... | 142.15 |
ROCHE GS | 249.60 |
Nestlé SA | 92.90 |
ZURICH INSURANCE | 480.20 |
Swiss Re | 111.50 |