Last price paid | 0.09 | |
Change | +12.50% [ +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 | 12.06.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -54.35% |
Year to date (YTD) | -55.00% |
1 month | +50.00% |
3 months | +38.46% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.23 |
Underlying price on issue | 499.85 |
Premium | 0.05% |
Premium p.a. | 0.40% |
Leverage | 19.43 |
Implied volatility | 0.22 |
ISIN | CH1268367708 |
Symbol | GEBXNZ |
Security | 126836770 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Geberit N, CH0030170408 |
Underlying ISIN | CH0030170408 |
Strike | 570.00 |
C/P type | call |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 100 |
Value day | 05.06.2023 |
Premium | 5.05% |
Premium p.a. | 40.06% |
Leverage | 52.63 |
Implied volatility | 22.01% |
Moneyness | out-of-the-money |
Leverage | 19.4349 |
Delta | 0.3693 |
Gamma | 0.0001 |
Theta | -0.0019 |
Rho | 0.0024 |
Vega | 0.0074 |
Fair value | 0.11 |
Intrinsic value | n.a. |
Break-even | 580.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Alcon AG | 74.32 |
Givaudan | 4'090.00 |
SWISSCOM N | 505.00 |
UBS | 27.15 |
GEBERIT N | 553.80 |
Name | Price |
---|---|
Partners Group Ho... | 1'244.00 |
Lonza Group | 519.00 |
Swiss Re | 105.45 |
LOGITECH INT. | 76.90 |
SONOVA HLDG N | 270.00 |