Last price paid | 0.39 | |
Change | +2.63% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 06.06.2024 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 | +71.74% |
Year to date (YTD) | +39.29% |
1 month | +8.33% |
3 months | +8.33% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.23 |
Underlying price on issue | 31.45 |
Premium | 0.08% |
Premium p.a. | 0.14% |
Leverage | 5.63 |
Implied volatility | 0.30 |
ISIN | CH1281048616 |
Symbol | AVOLPZ |
Security | 128104861 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
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 | 8.32% |
Premium p.a. | 14.20% |
Leverage | 9.34 |
Implied volatility | 29.92% |
Moneyness | in-the-money |
Leverage | 5.6277 |
Delta | 0.6027 |
Gamma | 0.0046 |
Theta | -0.0008 |
Rho | 0.0107 |
Vega | 0.0109 |
Fair value | 0.31 |
Intrinsic value | n.a. |
Break-even | 39.95 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
LOGITECH INT. | 90.74 |
Compagnie Financi... | 149.20 |
UBS | 28.38 |
Lonza Group | 506.40 |
Swiss Life Hldg | 640.60 |
Name | Price |
---|---|
Partners Group Ho... | 1'184.00 |
Givaudan | 4'324.00 |
SWISSCOM N | 507.50 |
SONOVA HLDG N | 289.30 |
Sika AG | 273.50 |