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ZKB Put Warrant auf 2024-21.03.2025 Avolta AG
Avolta AG

ISIN: CH1338522811 Security: 133852281 Symbol: AVO1IZ Life cycle
Secondary market

Bid Price 0.18

Ask Price 0.19

Currency CHF

Exchange SIX Structured Products

Volume 300'000.00

Volume 300'000.00

Date/time (delayed) 23.08.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 08.08.2024
Key Information Document DE 08.08.2024
Key Information Document EN 08.08.2024

Price data

  Bid Ask
Price 0.18 0.19
Volume 300'000.00 300'000.00
Date/time 23.08.24 17:15 23.08.24 17:15

Current data

Last price paid 0.19
Change -5.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 23.08.2024 17:20

Life cycle

Fixing21.03.2025
Settlement date15.08.2024
Last trading21.03.2025
Final fixing21.03.2025
Currency redemptionCHF

Performance

Perf. since issue -38.33%
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 price0.30
Underlying price on issue30.54
Premium0.16%
Premium p.a.0.28%
Leverage5.07
Implied volatility0.36

Reference data

ISIN CH1338522811
Symbol AVO1IZ
Security 133852281
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
Underlying Avolta N, CH0023405456
Underlying ISIN CH0023405456
Strike 30.00
C/P type put
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 08.08.2024

Key figures

Premium 16.37%
Premium p.a. 27.53%
Leverage 18.19
Implied volatility 35.62%
Moneyness out-of-the-money
Leverage 5.0714
Delta -0.2787
Gamma 0.0036
Theta -0.0007
Rho -0.0067
Vega 0.0087
Fair value 0.19
Intrinsic value n.a.
Break-even 28.15
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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