Last price paid | 0.08 | |
Change | +6.67% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 08.05.2024 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 | -50.00% |
Year to date (YTD) | -42.86% |
1 month | +77.78% |
3 months | +77.78% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.17 |
Underlying price on issue | 505.50 |
Premium | 0.03% |
Premium p.a. | 0.24% |
Leverage | 16.66 |
Implied volatility | 0.21 |
ISIN | CH1250735458 |
Symbol | GEB5CZ |
Security | 125073545 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Geberit N, CH0030170408 |
Underlying ISIN | CH0030170408 |
Strike | 550.00 |
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 | 3.28% |
Premium p.a. | 24.42% |
Leverage | 32.29 |
Implied volatility | 21.15% |
Moneyness | out-of-the-money |
Leverage | 16.6600 |
Delta | 0.5159 |
Gamma | 0.0000 |
Theta | -0.0009 |
Rho | 0.0018 |
Vega | 0.0040 |
Fair value | 0.09 |
Intrinsic value | n.a. |
Break-even | 567.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 106.05 |
UBS | 26.95 |
Holcim | 81.60 |
NOVARTIS N | 92.32 |
Compagnie Financi... | 135.50 |
Name | Price |
---|---|
Givaudan | 4'053.00 |
KUEHNE & NAGEL | 248.90 |
Lonza Group | 526.20 |
GEBERIT N | 550.60 |
ZURICH INSURANCE | 457.40 |