Last price paid | 0.23 | |
Change | +21.05% [ +0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 03.06.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 15.12.2023 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | +56.67% |
Year to date (YTD) | +35.29% |
1 month | +27.78% |
3 months | +21.05% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.15 |
Underlying price on issue | 31.45 |
Premium | 0.13% |
Premium p.a. | 0.22% |
Leverage | 6.99 |
Implied volatility | 0.28 |
ISIN | CH1281048574 |
Symbol | AVO42Z |
Security | 128104857 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Avolta N, CH0023405456 |
Underlying ISIN | CH0023405456 |
Strike | 40.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 08.12.2023 |
Premium | 13.17% |
Premium p.a. | 22.16% |
Leverage | 15.92 |
Implied volatility | 28.22% |
Moneyness | out-of-the-money |
Leverage | 6.9865 |
Delta | 0.4388 |
Gamma | 0.0048 |
Theta | -0.0008 |
Rho | 0.0084 |
Vega | 0.0114 |
Fair value | 0.24 |
Intrinsic value | n.a. |
Break-even | 42.35 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Nestlé SA | 96.46 |
ABB Ltd | 49.79 |
ROCHE GS | 232.10 |
SWISSCOM N | 500.00 |
GEBERIT N | 552.20 |
Name | Price |
---|---|
LOGITECH INT. | 87.38 |
Swiss Re | 113.55 |
Sika AG | 270.90 |
SONOVA HLDG N | 283.00 |
Givaudan | 4'214.00 |