Last price paid | 0.56 | |
Change | -3.45% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 04.07.2024 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 | +8.65% |
Year to date (YTD) | n.a. |
1 month | -3.45% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.52 |
Underlying price on issue | 561.00 |
Premium | 0.09% |
Premium p.a. | 0.09% |
Leverage | 4.68 |
Implied volatility | 0.23 |
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 | 8.64% |
Premium p.a. | 8.91% |
Leverage | 9.56 |
Implied volatility | 23.37% |
Moneyness | in-the-money |
Leverage | 4.6778 |
Delta | -0.4893 |
Gamma | 0.0000 |
Theta | -0.0007 |
Rho | -0.0296 |
Vega | 0.0208 |
Fair value | 0.47 |
Intrinsic value | n.a. |
Break-even | 493.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Life Hldg | 669.40 |
Swiss Re | 108.65 |
Holcim | 81.20 |
Givaudan | 4'287.00 |
Lonza Group | 505.20 |
Name | Price |
---|---|
KUEHNE & NAGEL | 258.60 |
Partners Group Ho... | 1'206.50 |
LOGITECH INT. | 84.04 |
Compagnie Financi... | 138.95 |
SONOVA HLDG N | 274.90 |