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ZKB Put Warrant auf
Geberit AG

ISIN: CH1338501401 Security: 133850140 Symbol: GEBLYZ Life cycle
redeemed

Bid Price 0.015

Ask Price 0.035

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 20.09.2024 12:00:00

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 0.015 0.035
Volume 1'000'000.00 250'000.00
Date/time 20.09.24 12:00 20.09.24 12:00

Current data

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

Life cycle

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

Performance

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.

Key figures on issue

Issue price0.29
Underlying price on issue552.60
Premium0.01%
Premium p.a.0.29%
Leverage101.58
Implied volatility0.09

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 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.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

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