Inhaltsseite: Home

ZKB Call Warrant auf
Avolta AG

ISIN: CH1281048574 Security: 128104857 Symbol: AVO42Z Life cycle
Secondary market

Bid Price 0.20

Ask Price 0.21

Currency CHF

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 08.05.2024 05:15:01

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 0.20 0.21
Volume 250'000.00 250'000.00
Date/time 08.05.24 17:15 08.05.24 17:15

Current data

Last price paid 0.20
Change +11.11% [ +0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 06.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date15.12.2023
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue +36.67%
Year to date (YTD) +17.65%
1 month -28.57%
3 months -9.09%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.15
Underlying price on issue31.45
Premium0.15%
Premium p.a.0.22%
Leverage6.81
Implied volatility0.29

Reference data

ISIN CH1281048574
Symbol AVO42Z
Security 128104857
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Avolta N, CH0023405456
Underlying ISIN CH0023405456
Strike 40.00
C/P type call
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 14.95%
Premium p.a. 22.46%
Leverage 17.84
Implied volatility 29.23%
Moneyness out-of-the-money
Leverage 6.8063
Delta 0.3814
Gamma 0.0044
Theta -0.0006
Rho 0.0070
Vega 0.0112
Fair value 0.21
Intrinsic value n.a.
Break-even 42.05
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading