Last price paid | 0.025 | |
Change | -54.55% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 07.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 27.06.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -95.35% |
Year to date (YTD) | -80.77% |
1 month | -58.33% |
3 months | -86.84% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.43 |
Underlying price on issue | 463.55 |
Premium | 0.17% |
Premium p.a. | 1.27% |
Leverage | 17.49 |
Implied volatility | 0.34 |
ISIN | CH1268373276 |
Symbol | GEBVHZ |
Security | 126837327 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Geberit N, CH0030170408 |
Underlying ISIN | CH0030170408 |
Strike | 460.00 |
C/P type | put |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 100 |
Value day | 20.06.2023 |
Premium | 17.03% |
Premium p.a. | 126.85% |
Leverage | 276.00 |
Implied volatility | 34.30% |
Moneyness | out-of-the-money |
Leverage | 17.4899 |
Delta | -0.0634 |
Gamma | 0.0000 |
Theta | -0.0009 |
Rho | -0.0005 |
Vega | 0.0025 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 458.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 136.35 |
KUEHNE & NAGEL | 246.30 |
Holcim | 81.30 |
Swiss Re | 105.45 |
ROCHE GS | 225.90 |
Name | Price |
---|---|
Givaudan | 4'062.00 |
GEBERIT N | 550.40 |
ZURICH INSURANCE | 457.20 |
Nestlé SA | 94.64 |
Alcon AG | 73.36 |