Last price paid | 0.61 | |
Change | +12.96% [ +0.07 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 17:20 |
Fixing | 17.01.2025 |
Settlement date | 01.02.2024 |
Last trading | 17.01.2025 |
Final fixing | 17.01.2025 |
Currency redemption | CHF |
Perf. since issue | -28.49% |
Year to date (YTD) | n.a. |
1 month | +7.02% |
3 months | -15.28% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.86 |
Underlying price on issue | 1'268.93 |
Premium | 0.12% |
Premium p.a. | 0.18% |
Leverage | 3.83 |
Implied volatility | 0.38 |
ISIN | CH1305133170 |
Symbol | AVGISZ |
Security | 130513317 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.01.2025 |
Underlying | Broadcom Rg, US11135F1012 |
Underlying ISIN | US11135F1012 |
Strike | 1'300.00 |
C/P type | put |
Subscription ratio | 200.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 200 |
Value day | 25.01.2024 |
Premium | 11.71% |
Premium p.a. | 17.74% |
Leverage | 9.68 |
Implied volatility | 37.94% |
Moneyness | out-of-the-money |
Leverage | 3.8335 |
Delta | -0.3961 |
Gamma | 0.0000 |
Theta | -0.0012 |
Rho | -0.0148 |
Vega | 0.0184 |
Fair value | 0.62 |
Intrinsic value | n.a. |
Break-even | 1'163.81 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |