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ZKB Put Warrant auf
Avolta AG

ISIN: CH1281048509 Security: 128104850 Symbol: AVOWMZ Life cycle
Secondary market

Bid Price 0.02

Ask Price 0.03

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 17.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 08.12.2023
Key Information Document DE 08.12.2023
Key Information Document EN 08.12.2023
Key Information Document FR 08.12.2023
Key Information Document IT 08.12.2023

Price data

  Bid Ask
Price 0.02 0.03
Volume 1'000'000.00 250'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.03
Change -14.29% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 10.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date15.12.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -90.00%
Year to date (YTD) -82.35%
1 month -33.33%
3 months -75.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.25
Underlying price on issue31.45
Premium0.21%
Premium p.a.1.80%
Leverage12.07
Implied volatility0.50

Reference data

ISIN CH1281048509
Symbol AVOWMZ
Security 128104850
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
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 08.12.2023

Key figures

Premium 20.67%
Premium p.a. 179.60%
Leverage 150.00
Implied volatility 50.29%
Moneyness out-of-the-money
Leverage 12.0659
Delta -0.0804
Gamma 0.0023
Theta -0.0011
Rho -0.0004
Vega 0.0019
Fair value 0.03
Intrinsic value n.a.
Break-even 29.75
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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