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ZKB Call Warrant auf
Geberit AG

ISIN: CH1268367690 Security: 126836769 Symbol: GEBVYZ Life cycle
Secondary market

Bid Price 0.45

Ask Price 0.46

Currency CHF

Exchange SIX Structured Products

Volume 125'000.00

Volume 125'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 05.06.2023
Key Information Document DE 05.06.2023
Key Information Document EN 05.06.2023
Key Information Document FR 05.06.2023
Key Information Document IT 05.06.2023

Price data

  Bid Ask
Price 0.45 0.46
Volume 125'000.00 125'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.46
Change -8.00% [ -0.04 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date12.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +10.98%
Year to date (YTD) +4.55%
1 month +318.18%
3 months +91.67%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.41
Underlying price on issue499.85
Premium0.01%
Premium p.a.0.06%
Leverage10.56
Implied volatility0.22

Reference data

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

Key figures

Premium 0.73%
Premium p.a. 6.35%
Leverage 12.34
Implied volatility 22.44%
Moneyness in-the-money
Leverage 10.5630
Delta 0.8561
Gamma 0.0001
Theta -0.0013
Rho 0.0050
Vega 0.0043
Fair value 0.04
Intrinsic value n.a.
Break-even 565.50
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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