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ZKB Call Warrant auf
Avolta AG

ISIN: CH1281035118 Security: 128103511 Symbol: DUFE4Z Life cycle
Secondary market

Bid Price 0.30

Ask Price 0.31

Currency CHF

Exchange SIX Structured Products

Volume 175'000.00

Volume 175'000.00

Date/time (delayed) 05.06.2024 05:15:00

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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 0.30 0.31
Volume 175'000.00 175'000.00
Date/time 05.06.24 17:15 05.06.24 17:15

Current data

Last price paid 0.31
Change -13.89% [ -0.05 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 05.06.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date26.10.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +5.17%
Year to date (YTD) +29.17%
1 month +24.00%
3 months +19.23%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.29
Underlying price on issue31.75
Premium0.01%
Premium p.a.0.19%
Leverage9.61
Implied volatility0.37

Reference data

ISIN CH1281035118
Symbol DUFE4Z
Security 128103511
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Avolta N, CH0023405456
Underlying ISIN CH0023405456
Strike 34.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 19.10.2023

Key figures

Premium 1.17%
Premium p.a. 18.63%
Leverage 12.01
Implied volatility 37.46%
Moneyness in-the-money
Leverage 9.6142
Delta 0.8007
Gamma 0.0081
Theta -0.0022
Rho 0.0017
Vega 0.0026
Fair value 0.04
Intrinsic value n.a.
Break-even 37.05
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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