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ZKB Call Warrant auf
Broadcom Inc

ISIN: CH1305133139 Security: 130513313 Symbol: AVGD2Z Life cycle
Secondary market

Bid Price 0.12

Ask Price 0.13

Currency CHF

Exchange SIX Structured Products

Volume 425'000.00

Volume 425'000.00

Date/time (delayed) 17.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 25.01.2024
Key Information Document DE 25.01.2024
Key Information Document EN 25.01.2024
Key Information Document FR 25.01.2024
Key Information Document IT 25.01.2024

Price data

  Bid Ask
Price 0.12 0.13
Volume 425'000.00 425'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.13
Change -18.75% [ -0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date01.02.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -34.21%
Year to date (YTD) n.a.
1 month 0.00%
3 months -7.14%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.19
Underlying price on issue1'268.93
Premium0.13%
Premium p.a.1.09%
Leverage13.03
Implied volatility0.40

Reference data

ISIN CH1305133139
Symbol AVGD2Z
Security 130513313
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Broadcom Rg, US11135F1012
Underlying ISIN US11135F1012
Strike 1'550.00
C/P type call
Subscription ratio 200.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 200
Value day 25.01.2024

Key figures

Premium 12.56%
Premium p.a. 109.17%
Leverage 50.91
Implied volatility 40.21%
Moneyness out-of-the-money
Leverage 13.0349
Delta 0.2560
Gamma 0.0000
Theta -0.0034
Rho 0.0017
Vega 0.0069
Fair value 0.13
Intrinsic value n.a.
Break-even 1'577.53
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

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