Last price paid | 0.37 | |
Change | +8.82% [ +0.03 ] | |
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 | -10.98% |
Year to date (YTD) | -15.91% |
1 month | +94.74% |
3 months | +117.65% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.41 |
Underlying price on issue | 499.85 |
Premium | 0.02% |
Premium p.a. | 0.12% |
Leverage | 11.17 |
Implied volatility | 0.24 |
ISIN | CH1268367690 |
Symbol | GEBVYZ |
Security | 126836769 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Geberit N, CH0030170408 |
Underlying ISIN | CH0030170408 |
Strike | 520.00 |
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 | 1.59% |
Premium p.a. | 11.83% |
Leverage | 15.01 |
Implied volatility | 23.96% |
Moneyness | in-the-money |
Leverage | 11.1746 |
Delta | 0.7446 |
Gamma | 0.0001 |
Theta | -0.0017 |
Rho | 0.0050 |
Vega | 0.0064 |
Fair value | 0.09 |
Intrinsic value | n.a. |
Break-even | 556.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 247.00 |
Compagnie Financi... | 135.90 |
Holcim | 81.42 |
Swiss Re | 105.20 |
ROCHE GS | 225.50 |
Name | Price |
---|---|
Givaudan | 4'050.00 |
GEBERIT N | 548.20 |
ZURICH INSURANCE | 456.30 |
Nestlé SA | 94.66 |
Alcon AG | 73.42 |