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 |
Fixing | 20.12.2024 |
Settlement date | 15.12.2023 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
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. |
Issue price | 0.15 |
Underlying price on issue | 31.45 |
Premium | 0.15% |
Premium p.a. | 0.22% |
Leverage | 6.81 |
Implied volatility | 0.29 |
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 |
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. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Nestlé SA | 94.20 |
GEBERIT N | 549.60 |
ABB Ltd | 46.57 |
Lonza Group | 526.40 |
KUEHNE & NAGEL | 250.50 |
Name | Price |
---|---|
UBS | 26.33 |
Alcon AG | 72.94 |
SONOVA HLDG N | 266.80 |
Partners Group Ho... | 1'237.50 |
Swiss Life Hldg | 639.60 |