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ZKB Put Warrant auf
Geberit AG

ISIN: CH1338505691 Security: 133850569 Symbol: GEBOSZ Life cycle
Secondary market

Bid Price 0.53

Ask Price 0.54

Currency CHF

Exchange SIX Structured Products

Volume 200'000.00

Volume 200'000.00

Date/time (delayed) 21.06.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 23.05.2024
Key Information Document DE 23.05.2024
Key Information Document EN 23.05.2024
Key Information Document FR 23.05.2024
Key Information Document IT 23.05.2024

Price data

  Bid Ask
Price 0.53 0.54
Volume 200'000.00 200'000.00
Date/time 21.06.24 17:15 21.06.24 17:15

Current data

Last price paid 0.53
Change +3.92% [ +0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 21.06.2024 17:20

Life cycle

Fixing21.03.2025
Settlement date30.05.2024
Last trading21.03.2025
Final fixing21.03.2025
Currency redemptionCHF

Performance

Perf. since issue +18.89%
Year to date (YTD) n.a.
1 month n.a.
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.45
Underlying price on issue564.70
Premium0.06%
Premium p.a.0.08%
Leverage5.16
Implied volatility0.24

Reference data

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

Key figures

Premium 5.78%
Premium p.a. 7.54%
Leverage 10.05
Implied volatility 23.77%
Moneyness in-the-money
Leverage 5.1616
Delta -0.5137
Gamma 0.0000
Theta -0.0007
Rho -0.0253
Vega 0.0188
Fair value 0.31
Intrinsic value n.a.
Break-even 506.50
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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