Last price paid | 0.33 | |
Change | +26.92% [ +0.07 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 03.06.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 15.12.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | +75.00% |
Year to date (YTD) | +50.00% |
1 month | +37.50% |
3 months | +32.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.18 |
Underlying price on issue | 31.45 |
Premium | 0.06% |
Premium p.a. | 0.18% |
Leverage | 7.17 |
Implied volatility | 0.31 |
ISIN | CH1281048483 |
Symbol | AVOH1Z |
Security | 128104848 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Avolta N, CH0023405456 |
Underlying ISIN | CH0023405456 |
Strike | 36.00 |
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 | 5.70% |
Premium p.a. | 18.08% |
Leverage | 11.76 |
Implied volatility | 30.67% |
Moneyness | in-the-money |
Leverage | 7.1699 |
Delta | 0.6098 |
Gamma | 0.0060 |
Theta | -0.0011 |
Rho | 0.0061 |
Vega | 0.0080 |
Fair value | 0.21 |
Intrinsic value | n.a. |
Break-even | 39.15 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 494.00 |
Nestlé SA | 98.08 |
KUEHNE & NAGEL | 259.30 |
ROCHE GS | 235.10 |
Givaudan | 4'250.00 |