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 |
Fixing | 21.03.2025 |
Settlement date | 15.08.2024 |
Last trading | 21.03.2025 |
Final fixing | 21.03.2025 |
Currency redemption | CHF |
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. |
Issue price | 0.30 |
Underlying price on issue | 30.54 |
Premium | 0.16% |
Premium p.a. | 0.28% |
Leverage | 5.07 |
Implied volatility | 0.36 |
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 |
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. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 117.85 |
SONOVA HLDG N | 298.20 |
KUEHNE & NAGEL | 262.10 |
GEBERIT N | 533.60 |
Holcim | 81.42 |
Name | Price |
---|---|
Lonza Group | 559.40 |
LOGITECH INT. | 77.94 |
NOVARTIS N | 100.40 |
ROCHE GS | 283.20 |
Nestlé SA | 89.54 |