Last price paid | 0.27 | |
Change | +8.00% [ +0.02 ] | |
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 | +1.79% |
Year to date (YTD) | -3.57% |
1 month | +80.00% |
3 months | +107.69% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.28 |
Underlying price on issue | 505.50 |
Premium | 0.01% |
Premium p.a. | 0.06% |
Leverage | 8.45 |
Implied volatility | 0.26 |
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 | 0.80% |
Premium p.a. | 5.93% |
Leverage | 9.69 |
Implied volatility | 25.53% |
Moneyness | in-the-money |
Leverage | 8.4505 |
Delta | 0.8717 |
Gamma | 0.0000 |
Theta | -0.0006 |
Rho | 0.0029 |
Vega | 0.0021 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 557.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 246.10 |
Holcim | 81.42 |
Swiss Re | 105.60 |
UBS | 26.85 |
Compagnie Financi... | 135.35 |
Name | Price |
---|---|
Givaudan | 4'062.00 |
ZURICH INSURANCE | 456.60 |
Lonza Group | 528.80 |
LOGITECH INT. | 77.18 |
GEBERIT N | 554.00 |