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ZKB Put Warrant auf
Geberit AG

ISIN: CH1268384216 Security: 126838421 Symbol: GEBV4Z Life cycle
Secondary market

Bid Price 0.005

Ask Price 0.015

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 10.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 22.08.2023
Key Information Document DE 22.08.2023
Key Information Document EN 22.08.2023
Key Information Document FR 22.08.2023
Key Information Document IT 22.08.2023

Price data

  Bid Ask
Price 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 10.05.24 17:15 10.05.24 17:15

Current data

Last price paid 0.015
Change -25.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 07.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date29.08.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -95.83%
Year to date (YTD) -75.00%
1 month n.a.
3 months -76.92%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.24
Underlying price on issue443.10
Premium0.28%
Premium p.a.2.05%
Leverage14.34
Implied volatility0.47

Reference data

ISIN CH1268384216
Symbol GEBV4Z
Security 126838421
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Geberit N, CH0030170408
Underlying ISIN CH0030170408
Strike 400.00
C/P type put
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 100
Value day 22.08.2023

Key figures

Premium 27.53%
Premium p.a. 205.10%
Leverage 550.60
Implied volatility 47.25%
Moneyness out-of-the-money
Leverage 14.3447
Delta -0.0261
Gamma 0.0000
Theta -0.0006
Rho -0.0002
Vega 0.0012
Fair value 0.01
Intrinsic value n.a.
Break-even 399.00
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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