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ZKB Call Warrant auf
Avolta AG

ISIN: CH1268376493 Security: 126837649 Symbol: DUFLWZ Life cycle
Secondary market

Bid Price 0.005

Ask Price 0.015

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 0.005 0.015
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 0.015
Change -25.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 28.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date07.07.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -97.06%
Year to date (YTD) -66.67%
1 month -40.00%
3 months -62.50%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.34
Underlying price on issue40.55
Premium0.30%
Premium p.a.3.50%
Leverage17.21
Implied volatility0.51

Reference data

ISIN CH1268376493
Symbol DUFLWZ
Security 126837649
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
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 30.06.2023

Key figures

Premium 29.71%
Premium p.a. 349.85%
Leverage 355.40
Implied volatility 50.76%
Moneyness out-of-the-money
Leverage 17.2069
Delta 0.0484
Gamma 0.0019
Theta -0.0008
Rho 0.0001
Vega 0.0010
Fair value 0.01
Intrinsic value n.a.
Break-even 46.10
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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