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 |
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 | -47.09% |
Year to date (YTD) | n.a. |
1 month | -32.35% |
3 months | -41.77% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.86 |
Underlying price on issue | 1'268.93 |
Premium | 0.17% |
Premium p.a. | 0.24% |
Leverage | 4.13 |
Implied volatility | 0.39 |
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 | 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. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 107.65 |
ZURICH INSURANCE | 469.10 |
ROCHE GS | 234.80 |
LOGITECH INT. | 81.60 |
Swiss Life Hldg | 662.60 |
Name | Price |
---|---|
Holcim | 78.44 |
ABB Ltd | 47.65 |
UBS | 27.42 |
Lonza Group | 527.40 |
NOVARTIS N | 92.62 |