Inhaltsseite: Home

ZKB Put Warrant auf
Givaudan AG

ISIN: CH1268384307 Security: 126838430 Symbol: GIVO5Z Life cycle
Secondary market

Bid Price 0.001

Ask Price 0.01

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 17.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 22.08.2023
Key Information Document DE 22.08.2023
Key Information Document EN 22.08.2023
Key Information Document FR 22.08.2023
Key Information Document IT 22.08.2023

Price data

  Bid Ask
Price 0.001 0.01
Volume 1'000'000.00 250'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.01
Change -33.33% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 06.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date29.08.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -98.72%
Year to date (YTD) -86.67%
1 month n.a.
3 months -80.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.43
Underlying price on issue2'769.00
Premium0.35%
Premium p.a.3.08%
Leverage14.36
Implied volatility0.57

Reference data

ISIN CH1268384307
Symbol GIVO5Z
Security 126838430
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Givaudan N, CH0010645932
Underlying ISIN CH0010645932
Strike 2'700.00
C/P type put
Subscription ratio 500.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 500
Value day 22.08.2023

Key figures

Premium 35.47%
Premium p.a. 308.27%
Leverage 1'520.00
Implied volatility 57.45%
Moneyness out-of-the-money
Leverage 14.3635
Delta -0.0094
Gamma 0.0000
Theta -0.0005
Rho -0.0001
Vega 0.0007
Fair value 0.01
Intrinsic value n.a.
Break-even 2'697.25
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading