Last price paid | 0.025 | |
Change | -68.75% [ -0.06 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 19.09.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 21.05.2024 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -91.38% |
Year to date (YTD) | n.a. |
1 month | -91.38% |
3 months | -91.94% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.29 |
Underlying price on issue | 552.60 |
Premium | 0.01% |
Premium p.a. | 0.29% |
Leverage | 101.58 |
Implied volatility | 0.09 |
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 |
Premium | 0.56% |
Premium p.a. | 29.36% |
Leverage | 220.24 |
Implied volatility | 9.37% |
Moneyness | out-of-the-money |
Leverage | 101.5799 |
Delta | -0.4612 |
Gamma | 0.0005 |
Theta | -0.0020 |
Rho | -0.0005 |
Vega | 0.0030 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 547.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 118.75 |
SONOVA HLDG N | 292.70 |
Swiss Re | 117.30 |
Nestlé SA | 84.00 |
KUEHNE & NAGEL | 233.90 |
Name | Price |
---|---|
NOVARTIS N | 98.50 |
Lonza Group | 534.00 |
Holcim | 83.00 |
LOGITECH INT. | 72.70 |
Alcon AG | 83.28 |