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ZKB Call Warrant auf
Volkswagen AG

ISIN: CH1250717456 Security: 125071745 Symbol: VOWHIZ Life cycle
Secondary market

Bid Price 0.001

Ask Price 0.01

Currency CHF

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 17.06.2024 09:14:44

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 16.03.2023
Key Information Document DE 16.03.2023
Key Information Document EN 16.03.2023
Key Information Document FR 16.03.2023
Key Information Document IT 16.03.2023

Price data

  Bid Ask
Price 0.001 0.01
Volume 250'000.00 250'000.00
Date/time 17.06.24 09:14 17.06.24 09:14

Current data

Last price paid 0.01
Change -33.33% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 30.04.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date23.03.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -98.69%
Year to date (YTD) -81.82%
1 month n.a.
3 months -75.00%
1 year -96.67%
3 years n.a.

Key figures on issue

Issue price0.42
Underlying price on issue122.25
Premium0.33%
Premium p.a.10.90%
Leverage21.04
Implied volatility0.78

Reference data

ISIN CH1250717456
Symbol VOWHIZ
Security 125071745
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Volkswagen Vz I, DE0007664039
Underlying ISIN DE0007664039
Strike 150.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 16.03.2023

Key figures

Premium 32.85%
Premium p.a. 1089.87%
Leverage 979.91
Implied volatility 77.64%
Moneyness out-of-the-money
Leverage 21.0388
Delta 0.0215
Gamma 0.0002
Theta -0.0016
Rho 0.0000
Vega 0.0005
Fair value 0.01
Intrinsic value n.a.
Break-even 150.12
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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