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ZKB Put Warrant auf
Volkswagen AG

ISIN: CH1250717431 Security: 125071743 Symbol: VOWXVZ Life cycle
redeemed

Bid Price 0.71

Ask Price 0.73

Currency CHF

Exchange SIX Structured Products

Volume 75'000.00

Volume 75'000.00

Date/time (delayed) 21.06.2024 12:00:00

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 0.71 0.73
Volume 75'000.00 75'000.00
Date/time 21.06.24 12:00 21.06.24 12:00

Life cycle

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

Performance

Perf. since issue -12.20%
Year to date (YTD) -6.58%
1 month +77.50%
3 months +29.09%
1 year +12.70%
3 years n.a.

Key figures on issue

Issue price0.82
Underlying price on issue122.25
Premium0.07%
Premium p.a.3.69%
Leverage4.12
Implied volatility1.75

Reference data

ISIN CH1250717431
Symbol VOWXVZ
Security 125071743
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Volkswagen Vz I, DE0007664039
Underlying ISIN DE0007664039
Strike 120.00
C/P type put
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 7.08%
Premium p.a. 369.43%
Leverage 7.48
Implied volatility 175.31%
Moneyness in-the-money
Leverage 4.1166
Delta -0.5505
Gamma 0.0008
Theta -0.0379
Rho -0.0007
Vega 0.0030
Fair value 0.38
Intrinsic value n.a.
Break-even 104.90
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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