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ZKB Put Warrant auf
Avolta AG

ISIN: CH1268387292 Security: 126838729 Symbol: DUF72Z Life cycle
Secondary market

Bid Price 0.085

Ask Price 0.095

Currency CHF

Exchange SIX Structured Products

Volume 575'000.00

Volume 300'000.00

Date/time (delayed) 17.05.2024 05:15:00

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 0.085 0.095
Volume 575'000.00 300'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.085
Change -10.53% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 14.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date18.09.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -73.53%
Year to date (YTD) -81.91%
1 month -64.58%
3 months -75.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.34
Underlying price on issue38.03
Premium0.06%
Premium p.a.0.53%
Leverage13.80
Implied volatility0.31

Reference data

ISIN CH1268387292
Symbol DUF72Z
Security 126838729
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Avolta N, CH0023405456
Underlying ISIN CH0023405456
Strike 36.00
C/P type put
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 11.09.2023

Key figures

Premium 6.15%
Premium p.a. 53.44%
Leverage 41.56
Implied volatility 30.64%
Moneyness out-of-the-money
Leverage 13.8005
Delta -0.3321
Gamma 0.0093
Theta -0.0016
Rho -0.0015
Vega 0.0046
Fair value 0.09
Intrinsic value n.a.
Break-even 35.10
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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