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ZKB Put Warrant auf
Avolta AG

ISIN: CH1281035068 Security: 128103506 Symbol: DUF36Z Life cycle
Secondary market

Bid Price 0.12

Ask Price 0.13

Currency CHF

Exchange SIX Structured Products

Volume 400'000.00

Volume 400'000.00

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 0.12 0.13
Volume 400'000.00 400'000.00
Date/time 28.05.24 17:15 28.05.24 17:15

Current data

Last price paid 0.13
Change -7.14% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 27.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date26.10.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -71.59%
Year to date (YTD) -58.06%
1 month -27.78%
3 months -31.58%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.44
Underlying price on issue31.75
Premium0.13%
Premium p.a.0.40%
Leverage7.40
Implied volatility0.35

Reference data

ISIN CH1281035068
Symbol DUF36Z
Security 128103506
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Avolta N, CH0023405456
Underlying ISIN CH0023405456
Strike 32.00
C/P type put
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 19.10.2023

Key figures

Premium 13.38%
Premium p.a. 40.03%
Leverage 28.40
Implied volatility 34.78%
Moneyness out-of-the-money
Leverage 7.4016
Delta -0.2606
Gamma 0.0045
Theta -0.0009
Rho -0.0035
Vega 0.0067
Fair value 0.13
Intrinsic value n.a.
Break-even 30.75
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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