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ZKB Put Warrant auf
Avolta AG

ISIN: CH1338502607 Security: 133850260 Symbol: AVOVUZ Life cycle
Secondary market

Bid Price 0.26

Ask Price 0.27

Currency CHF

Exchange SIX Structured Products

Volume 200'000.00

Volume 200'000.00

Date/time (delayed) 31.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 15.05.2024
Key Information Document DE 15.05.2024
Key Information Document EN 15.05.2024
Key Information Document FR 15.05.2024
Key Information Document IT 15.05.2024

Price data

  Bid Ask
Price 0.26 0.27
Volume 200'000.00 200'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.27
Change -3.57% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date23.05.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue +26.19%
Year to date (YTD) n.a.
1 month n.a.
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.21
Underlying price on issue38.79
Premium0.14%
Premium p.a.0.24%
Leverage4.59
Implied volatility0.36

Reference data

ISIN CH1338502607
Symbol AVOVUZ
Security 133850260
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Avolta N, CH0023405456
Underlying ISIN CH0023405456
Strike 34.00
C/P type put
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 15.05.2024

Key figures

Premium 14.25%
Premium p.a. 23.64%
Leverage 13.80
Implied volatility 36.23%
Moneyness out-of-the-money
Leverage 4.5884
Delta -0.3326
Gamma 0.0035
Theta -0.0008
Rho -0.0089
Vega 0.0103
Fair value 0.27
Intrinsic value n.a.
Break-even 31.35
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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