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ZKB Put Warrant auf
Givaudan AG

ISIN: CH1305139144 Security: 130513914 Symbol: GIVWIZ Life cycle
Secondary market

Bid Price 0.005

Ask Price 0.015

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 28.05.2024 01:14:49

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 21.02.2024
Key Information Document DE 21.02.2024
Key Information Document EN 21.02.2024
Key Information Document FR 21.02.2024
Key Information Document IT 21.02.2024

Price data

  Bid Ask
Price 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 28.05.24 13:14 28.05.24 13:14

Current data

Last price paid 0.02
Change -20.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 21.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date28.02.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -94.64%
Year to date (YTD) n.a.
1 month -78.95%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.28
Underlying price on issue3'719.00
Premium0.16%
Premium p.a.1.85%
Leverage23.65
Implied volatility0.35

Reference data

ISIN CH1305139144
Symbol GIVWIZ
Security 130513914
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Givaudan N, CH0010645932
Underlying ISIN CH0010645932
Strike 3'600.00
C/P type put
Subscription ratio 500.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 500
Value day 21.02.2024

Key figures

Premium 15.73%
Premium p.a. 185.19%
Leverage 568.40
Implied volatility 34.68%
Moneyness out-of-the-money
Leverage 23.6476
Delta -0.0416
Gamma 0.0000
Theta -0.0012
Rho -0.0003
Vega 0.0022
Fair value 0.02
Intrinsic value n.a.
Break-even 3'592.50
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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