Last price paid | 0.49 | |
Change | -5.77% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 30.07.2024 17:20 |
Fixing | 20.06.2025 |
Settlement date | 29.05.2024 |
Last trading | 20.06.2025 |
Final fixing | 20.06.2025 |
Currency redemption | CHF |
Perf. since issue | -6.73% |
Year to date (YTD) | n.a. |
1 month | -20.97% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.52 |
Underlying price on issue | 561.00 |
Premium | 0.10% |
Premium p.a. | 0.11% |
Leverage | 4.97 |
Implied volatility | 0.24 |
ISIN | CH1338504397 |
Symbol | GEB2IZ |
Security | 133850439 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.06.2025 |
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 | 22.05.2024 |
Premium | 10.38% |
Premium p.a. | 11.41% |
Leverage | 11.54 |
Implied volatility | 24.47% |
Moneyness | out-of-the-money |
Leverage | 4.9672 |
Delta | -0.4305 |
Gamma | 0.0000 |
Theta | -0.0008 |
Rho | -0.0254 |
Vega | 0.0206 |
Fair value | 0.49 |
Intrinsic value | n.a. |
Break-even | 501.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Nestlé SA | 90.14 |
Sika AG | 272.30 |
ABB Ltd | 48.55 |
KUEHNE & NAGEL | 275.20 |
Partners Group Ho... | 1'182.00 |
Name | Price |
---|---|
NOVARTIS N | 98.41 |
ZURICH INSURANCE | 484.10 |
ROCHE GS | 285.50 |
SWISSCOM N | 538.50 |
UBS | 26.70 |