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ZKB Call Warrant auf
Avolta AG

ISIN: CH1268389975 Security: 126838997 Symbol: DUFKJZ Life cycle
Secondary market

Bid Price 0.035

Ask Price 0.045

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 28.05.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 10.11.2023
Key Information Document DE 10.11.2023
Key Information Document EN 10.11.2023
Key Information Document FR 10.11.2023
Key Information Document IT 10.11.2023

Price data

  Bid Ask
Price 0.035 0.045
Volume 1'000'000.00 250'000.00
Date/time 28.05.24 17:15 28.05.24 17:15

Current data

Last price paid 0.045
Change -10.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 23.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date26.09.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -76.47%
Year to date (YTD) -30.77%
1 month -10.00%
3 months -43.75%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.17
Underlying price on issue37.25
Premium0.31%
Premium p.a.0.91%
Leverage10.95
Implied volatility0.35

Reference data

ISIN CH1268389975
Symbol DUFKJZ
Security 126838997
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Avolta N, CH0023405456
Underlying ISIN CH0023405456
Strike 46.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 19.09.2023

Key figures

Premium 30.56%
Premium p.a. 91.42%
Leverage 88.85
Implied volatility 34.73%
Moneyness out-of-the-money
Leverage 10.9492
Delta 0.1232
Gamma 0.0029
Theta -0.0006
Rho 0.0013
Vega 0.0042
Fair value 0.04
Intrinsic value n.a.
Break-even 46.40
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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