Last price paid | 0.33 | |
Change | -8.33% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 04.09.2024 17:20 |
Fixing | 20.06.2025 |
Settlement date | 11.06.2024 |
Last trading | 20.06.2025 |
Final fixing | 20.06.2025 |
Currency redemption | CHF |
Perf. since issue | -38.68% |
Year to date (YTD) | n.a. |
1 month | -8.33% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.53 |
Underlying price on issue | 549.20 |
Premium | 0.12% |
Premium p.a. | 0.15% |
Leverage | 6.82 |
Implied volatility | 0.25 |
ISIN | CH1338508059 |
Symbol | GEB33Z |
Security | 133850805 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.06.2025 |
Underlying | Geberit N, CH0030170408 |
Underlying ISIN | CH0030170408 |
Strike | 560.00 |
C/P type | call |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 100 |
Value day | 04.06.2024 |
Premium | 11.62% |
Premium p.a. | 14.68% |
Leverage | 16.33 |
Implied volatility | 25.43% |
Moneyness | out-of-the-money |
Leverage | 6.8248 |
Delta | 0.4179 |
Gamma | 0.0000 |
Theta | -0.0011 |
Rho | 0.0142 |
Vega | 0.0181 |
Fair value | 0.33 |
Intrinsic value | n.a. |
Break-even | 592.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Givaudan | 4'458.00 |
SWISSCOM N | 545.00 |
ZURICH INSURANCE | 496.20 |
SONOVA HLDG N | 297.60 |
KUEHNE & NAGEL | 260.10 |
Name | Price |
---|---|
Compagnie Financi... | 125.00 |
LOGITECH INT. | 73.12 |
ABB Ltd | 47.23 |
Nestlé SA | 89.64 |
GEBERIT N | 530.80 |