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ZKB Put Warrant auf
Broadcom Inc

ISIN: CH1305133170 Security: 130513317 Symbol: AVGISZ Life cycle
Secondary market

Bid Price 0.45

Ask Price 0.46

Currency CHF

Exchange SIX Structured Products

Volume 125'000.00

Volume 125'000.00

Date/time (delayed) 16.05.2024 05:15:01

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 0.45 0.46
Volume 125'000.00 125'000.00
Date/time 16.05.24 17:15 16.05.24 17:15

Current data

Last price paid 0.46
Change -8.00% [ -0.04 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 16.05.2024 17:20

Life cycle

Fixing17.01.2025
Settlement date01.02.2024
Last trading17.01.2025
Final fixing17.01.2025
Currency redemptionCHF

Performance

Perf. since issue -47.09%
Year to date (YTD) n.a.
1 month -32.35%
3 months -41.77%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.86
Underlying price on issue1'268.93
Premium0.17%
Premium p.a.0.24%
Leverage4.13
Implied volatility0.39

Reference data

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

Key figures

Premium 16.97%
Premium p.a. 24.19%
Leverage 14.36
Implied volatility 38.85%
Moneyness out-of-the-money
Leverage 4.1306
Delta -0.2877
Gamma 0.0000
Theta -0.0012
Rho -0.0128
Vega 0.0185
Fair value 0.46
Intrinsic value n.a.
Break-even 1'199.41
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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