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ZKB Call Warrant auf
Avolta AG

ISIN: CH1305146552 Security: 130514655 Symbol: AVORCZ Life cycle
Secondary market

Bid Price 0.39

Ask Price 0.40

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 28.05.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 19.03.2024
Key Information Document DE 19.03.2024
Key Information Document EN 19.03.2024
Key Information Document FR 19.03.2024
Key Information Document IT 19.03.2024

Price data

  Bid Ask
Price 0.39 0.40
Volume 150'000.00 150'000.00
Date/time 28.05.24 17:15 28.05.24 17:15

Current data

Last price paid 0.40
Change +2.56% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 27.05.2024 17:20

Life cycle

Fixing21.03.2025
Settlement date26.03.2024
Last trading21.03.2025
Final fixing21.03.2025
Currency redemptionCHF

Performance

Perf. since issue -3.66%
Year to date (YTD) n.a.
1 month +17.65%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.41
Underlying price on issue35.11
Premium0.12%
Premium p.a.0.15%
Leverage5.00
Implied volatility0.31

Reference data

ISIN CH1305146552
Symbol AVORCZ
Security 130514655
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
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 19.03.2024

Key figures

Premium 12.41%
Premium p.a. 14.90%
Leverage 9.00
Implied volatility 30.57%
Moneyness out-of-the-money
Leverage 5.0035
Delta 0.5561
Gamma 0.0040
Theta -0.0007
Rho 0.0132
Vega 0.0128
Fair value 0.40
Intrinsic value n.a.
Break-even 39.95
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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