Last price paid | 0.29 | |
Change | -9.38% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 22.05.2024 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 | +47.22% |
Year to date (YTD) | +31.82% |
1 month | +31.82% |
3 months | -9.38% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.18 |
Underlying price on issue | 31.45 |
Premium | 0.08% |
Premium p.a. | 0.23% |
Leverage | 7.23 |
Implied volatility | 0.32 |
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 | 8.02% |
Premium p.a. | 23.05% |
Leverage | 13.50 |
Implied volatility | 31.68% |
Moneyness | out-of-the-money |
Leverage | 7.2288 |
Delta | 0.5354 |
Gamma | 0.0059 |
Theta | -0.0011 |
Rho | 0.0057 |
Vega | 0.0084 |
Fair value | 0.27 |
Intrinsic value | n.a. |
Break-even | 38.65 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 48.77 |
LOGITECH INT. | 87.48 |
Swiss Re | 112.00 |
UBS | 27.91 |
Givaudan | 4'214.00 |
Name | Price |
---|---|
Nestlé SA | 94.00 |
Partners Group Ho... | 1'249.00 |
KUEHNE & NAGEL | 243.70 |
SWISSCOM N | 495.40 |
Holcim | 78.76 |