Last price paid | 0.30 | |
Change | -3.23% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 26.05.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +5.36% |
Year to date (YTD) | +7.14% |
1 month | +233.33% |
3 months | +87.50% |
1 year | +36.36% |
3 years | n.a. |
Issue price | 0.28 |
Underlying price on issue | 505.50 |
Premium | 0.02% |
Premium p.a. | 0.20% |
Leverage | 7.47 |
Implied volatility | 0.45 |
ISIN | CH1250735490 |
Symbol | GEBK5Z |
Security | 125073549 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Geberit N, CH0030170408 |
Underlying ISIN | CH0030170408 |
Strike | 500.00 |
C/P type | call |
Subscription ratio | 200.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 200 |
Value day | 19.05.2023 |
Premium | 1.56% |
Premium p.a. | 20.37% |
Leverage | 9.33 |
Implied volatility | 44.79% |
Moneyness | in-the-money |
Leverage | 7.4693 |
Delta | 0.8007 |
Gamma | 0.0000 |
Theta | -0.0018 |
Rho | 0.0015 |
Vega | 0.0021 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 559.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |