Last price paid | 0.02 | |
Change | -42.86% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 07.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 04.09.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -96.05% |
Year to date (YTD) | -80.00% |
1 month | n.a. |
3 months | -84.62% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.38 |
Underlying price on issue | 448.10 |
Premium | 0.20% |
Premium p.a. | 1.52% |
Leverage | 16.63 |
Implied volatility | 0.38 |
ISIN | CH1268385510 |
Symbol | GEB0LZ |
Security | 126838551 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Geberit N, CH0030170408 |
Underlying ISIN | CH0030170408 |
Strike | 440.00 |
C/P type | put |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 100 |
Value day | 28.08.2023 |
Premium | 20.36% |
Premium p.a. | 151.66% |
Leverage | 367.07 |
Implied volatility | 38.00% |
Moneyness | out-of-the-money |
Leverage | 16.6271 |
Delta | -0.0453 |
Gamma | 0.0000 |
Theta | -0.0007 |
Rho | -0.0004 |
Vega | 0.0019 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 438.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 248.90 |
Swiss Re | 106.05 |
UBS | 26.95 |
Holcim | 81.60 |
NOVARTIS N | 92.32 |
Name | Price |
---|---|
Givaudan | 4'053.00 |
Lonza Group | 526.20 |
GEBERIT N | 550.60 |
ZURICH INSURANCE | 457.40 |
LOGITECH INT. | 77.02 |