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 |
Fixing | 21.06.2024 |
Settlement date | 15.12.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
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. |
Issue price | 0.25 |
Underlying price on issue | 31.45 |
Premium | 0.21% |
Premium p.a. | 1.80% |
Leverage | 12.07 |
Implied volatility | 0.50 |
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 |
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. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.75 |
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Givaudan | 4'180.00 |
Nestlé SA | 96.62 |
LOGITECH INT. | 82.40 |
Name | Price |
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SONOVA HLDG N | 291.20 |
Partners Group Ho... | 1'258.00 |
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