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ZKB Call Warrant auf
Avolta AG

ISIN: CH1268389967 Security: 126838996 Symbol: DUFN2Z Life cycle
Secondary market

Bid Price 0.11

Ask Price 0.12

Currency CHF

Exchange SIX Structured Products

Volume 510'000.00

Volume 475'000.00

Date/time (delayed) 23.05.2024 12:24:47

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 0.11 0.12
Volume 510'000.00 475'000.00
Date/time 23.05.24 12:24 23.05.24 12:24

Current data

Last price paid 0.13
Change -13.33% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 22.05.2024 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 -66.18%
Year to date (YTD) +8.33%
1 month +30.00%
3 months -23.53%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.34
Underlying price on issue37.25
Premium0.15%
Premium p.a.0.43%
Leverage9.62
Implied volatility0.30

Reference data

ISIN CH1268389967
Symbol DUFN2Z
Security 126838996
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
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 19.09.2023

Key figures

Premium 14.82%
Premium p.a. 42.58%
Leverage 31.17
Implied volatility 30.11%
Moneyness out-of-the-money
Leverage 9.6203
Delta 0.3087
Gamma 0.0055
Theta -0.0009
Rho 0.0034
Vega 0.0074
Fair value 0.12
Intrinsic value n.a.
Break-even 41.15
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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