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ZKB Put Warrant auf
Avolta AG

ISIN: CH1268374886 Security: 126837488 Symbol: DUF4CZ Life cycle
Secondary market

Bid Price 0.46

Ask Price 0.47

Currency CHF

Exchange SIX Structured Products

Volume 125'000.00

Volume 125'000.00

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 0.46 0.47
Volume 125'000.00 125'000.00
Date/time 28.05.24 17:15 28.05.24 17:15

Current data

Last price paid 0.46
Change -8.00% [ -0.04 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 27.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date28.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -19.83%
Year to date (YTD) -41.77%
1 month -24.59%
3 months -14.81%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.58
Underlying price on issue38.70
Premium0.01%
Premium p.a.0.06%
Leverage6.60
Implied volatility0.35

Reference data

ISIN CH1268374886
Symbol DUF4CZ
Security 126837488
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Avolta N, CH0023405456
Underlying ISIN CH0023405456
Strike 40.00
C/P type put
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 21.06.2023

Key figures

Premium 0.53%
Premium p.a. 6.29%
Leverage 7.64
Implied volatility 34.95%
Moneyness in-the-money
Leverage 6.5995
Delta -0.8635
Gamma 0.0060
Theta -0.0011
Rho -0.0030
Vega 0.0023
Fair value 0.02
Intrinsic value n.a.
Break-even 35.35
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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