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ZKB Put Warrant auf
Givaudan AG

ISIN: CH1305152147 Security: 130515214 Symbol: GIVX0Z Life cycle
Secondary market

Bid Price 0.27

Ask Price 0.28

Currency CHF

Exchange SIX Structured Products

Volume 625'000.00

Volume 625'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 17.04.2024
Key Information Document DE 17.04.2024
Key Information Document EN 17.04.2024
Key Information Document FR 17.04.2024
Key Information Document IT 17.04.2024

Price data

  Bid Ask
Price 0.27 0.28
Volume 625'000.00 625'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.28
Change -6.67% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing21.03.2025
Settlement date24.04.2024
Last trading21.03.2025
Final fixing21.03.2025
Currency redemptionCHF

Performance

Perf. since issue -36.05%
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 price0.43
Underlying price on issue3'906.50
Premium0.17%
Premium p.a.0.20%
Leverage6.73
Implied volatility0.25

Reference data

ISIN CH1305152147
Symbol GIVX0Z
Security 130515214
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
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 17.04.2024

Key figures

Premium 17.17%
Premium p.a. 19.89%
Leverage 30.40
Implied volatility 24.66%
Moneyness out-of-the-money
Leverage 6.7315
Delta -0.2214
Gamma 0.0000
Theta -0.0009
Rho -0.0169
Vega 0.0229
Fair value 0.28
Intrinsic value n.a.
Break-even 3'462.50
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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