Call-Warrant

Symbol: GEBVYZ
Underlyings: Geberit AG
ISIN: CH1268367690
Issuer:
Zürcher Kantonalbank
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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Please note that data is only available after start of trading.

Performance

Closing prev. day 0.085
Diff. absolute / % -0.03 -25.00%

Determined prices

Last Price 0.240 Volume 2,500
Time 16:44:27 Date 13/03/2024

More Product Information

Core Data

Name Call-Warrant
ISIN CH1268367690
Valor 126836769
Symbol GEBVYZ
Strike 520.00 CHF
Type Warrants
Type Bull
Ratio 100.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 06/06/2023
Date of maturity 28/06/2024
Last trading day 21/06/2024
Settlement Type Path-dependent
IRS 871m Not applicable
Currency safeguarded No
Pricing Clean
Issuer Zürcher Kantonalbank

Underlyings

Name Geberit AG
ISIN CH0030170408
Price 490.9000 CHF
Date 02/05/24 17:19
Ratio 100.00

Key data

Implied volatility 0.27%
Leverage 13.77
Delta 0.21
Gamma 0.01
Vega 0.52
Distance to Strike 30.10
Distance to Strike in % 6.14%

market maker quality Date: 02/05/2024

Average Spread 12.07%
Last Best Bid Price 0.08 CHF
Last Best Ask Price 0.09 CHF
Last Best Bid Volume 725,000
Last Best Ask Volume 375,000
Average Buy Volume 649,603
Average Sell Volume 336,727
Average Buy Value 50,527 CHF
Average Sell Value 29,559 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

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