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ZKB Put Warrant auf
Geberit AG

ISIN: CH1338501401 Security: 133850140 Symbol: GEBLYZ Life cycle
Secondary market

Bid Price 0.26

Ask Price 0.27

Currency CHF

Exchange SIX Structured Products

Volume 200'000.00

Volume 200'000.00

Date/time (delayed) 05.07.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 13.05.2024
Key Information Document DE 13.05.2024
Key Information Document EN 13.05.2024
Key Information Document FR 13.05.2024
Key Information Document IT 13.05.2024

Price data

  Bid Ask
Price 0.26 0.27
Volume 200'000.00 200'000.00
Date/time 05.07.24 17:15 05.07.24 17:15

Current data

Last price paid 0.26
Change -7.14% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 04.07.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date21.05.2024
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -8.62%
Year to date (YTD) n.a.
1 month -7.14%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.29
Underlying price on issue552.60
Premium0.03%
Premium p.a.0.13%
Leverage10.96
Implied volatility0.21

Reference data

ISIN CH1338501401
Symbol GEBLYZ
Security 133850140
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
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

Key figures

Premium 3.09%
Premium p.a. 13.43%
Leverage 20.38
Implied volatility 21.33%
Moneyness in-the-money
Leverage 10.9589
Delta -0.5376
Gamma 0.0001
Theta -0.0012
Rho -0.0073
Vega 0.0103
Fair value 0.17
Intrinsic value n.a.
Break-even 523.50
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

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