Inhaltsseite: Home

ZKB Put Warrant auf
Givaudan AG

ISIN: CH1281046107 Security: 128104610 Symbol: GIVQUZ 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) 17.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 01.12.2023
Key Information Document DE 01.12.2023
Key Information Document EN 01.12.2023
Key Information Document FR 01.12.2023
Key Information Document IT 01.12.2023

Price data

  Bid Ask
Price 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 17.05.24 17:15 17.05.24 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 15.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date08.12.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -97.50%
Year to date (YTD) -94.00%
1 month n.a.
3 months -86.36%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.40
Underlying price on issue3'288.00
Premium0.24%
Premium p.a.2.05%
Leverage18.60
Implied volatility0.41

Reference data

ISIN CH1281046107
Symbol GIVQUZ
Security 128104610
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Givaudan N, CH0010645932
Underlying ISIN CH0010645932
Strike 3'200.00
C/P type put
Subscription ratio 500.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 500
Value day 01.12.2023

Key figures

Premium 23.56%
Premium p.a. 204.79%
Leverage 836.00
Implied volatility 40.80%
Moneyness out-of-the-money
Leverage 18.5995
Delta -0.0222
Gamma 0.0000
Theta -0.0007
Rho -0.0002
Vega 0.0015
Fair value 0.01
Intrinsic value n.a.
Break-even 3'195.00
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading