Last price paid | 0.52 | |
Change | +6.12% [ +0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 25.06.2024 17:20 |
Fixing | 21.03.2025 |
Settlement date | 30.05.2024 |
Last trading | 21.03.2025 |
Final fixing | 21.03.2025 |
Currency redemption | CHF |
Perf. since issue | +14.44% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.45 |
Underlying price on issue | 564.70 |
Premium | 0.06% |
Premium p.a. | 0.08% |
Leverage | 5.21 |
Implied volatility | 0.24 |
ISIN | CH1338505691 |
Symbol | GEBOSZ |
Security | 133850569 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | Geberit N, CH0030170408 |
Underlying ISIN | CH0030170408 |
Strike | 560.00 |
C/P type | put |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 100 |
Value day | 23.05.2024 |
Premium | 5.95% |
Premium p.a. | 7.90% |
Leverage | 10.28 |
Implied volatility | 23.94% |
Moneyness | in-the-money |
Leverage | 5.2136 |
Delta | -0.5073 |
Gamma | 0.0000 |
Theta | -0.0007 |
Rho | -0.0246 |
Vega | 0.0187 |
Fair value | 0.32 |
Intrinsic value | n.a. |
Break-even | 507.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Sika AG | 260.20 |
KUEHNE & NAGEL | 260.80 |
SONOVA HLDG N | 273.90 |
Lonza Group | 487.60 |
Alcon AG | 80.20 |
Name | Price |
---|---|
Compagnie Financi... | 142.30 |
ROCHE GS | 249.90 |
Swiss Re | 111.05 |
ZURICH INSURANCE | 479.60 |
Nestlé SA | 92.86 |