Last price paid | 0.24 | |
Change | +14.29% [ +0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | 9'500.00 Unit | |
Date/time | 08.05.2024 17:15 |
Fixing | 21.06.2024 |
Settlement date | 25.03.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +53.13% |
Year to date (YTD) | n.a. |
1 month | +100.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.16 |
Underlying price on issue | 527.20 |
Premium | 0.03% |
Premium p.a. | 0.19% |
Leverage | 13.86 |
Implied volatility | 0.23 |
ISIN | CH1305145299 |
Symbol | GEBKTZ |
Security | 130514529 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Geberit N, CH0030170408 |
Underlying ISIN | CH0030170408 |
Strike | 540.00 |
C/P type | call |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 100 |
Value day | 18.03.2024 |
Premium | 2.52% |
Premium p.a. | 18.81% |
Leverage | 22.47 |
Implied volatility | 22.72% |
Moneyness | in-the-money |
Leverage | 13.8642 |
Delta | 0.6169 |
Gamma | 0.0001 |
Theta | -0.0019 |
Rho | 0.0042 |
Vega | 0.0077 |
Fair value | 0.14 |
Intrinsic value | n.a. |
Break-even | 564.50 |
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 |