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ZKB Put Warrant auf
Volkswagen AG

ISIN: CH1250717431 Security: 125071743 Symbol: VOWXVZ Life cycle
Secondary market

Bid Price 0.47

Ask Price 0.48

Currency CHF

Exchange SIX Structured Products

Volume 125'000.00

Volume 125'000.00

Date/time (delayed) 23.05.2024 05:15:00

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 0.47 0.48
Volume 125'000.00 125'000.00
Date/time 23.05.24 17:15 23.05.24 17:15

Current data

Last price paid 0.47
Change +4.44% [ +0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 23.05.2024 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 -42.07%
Year to date (YTD) -38.16%
1 month +17.50%
3 months +6.82%
1 year -38.96%
3 years n.a.

Key figures on issue

Issue price0.82
Underlying price on issue122.25
Premium0.20%
Premium p.a.2.03%
Leverage4.56
Implied volatility0.89

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 20.06%
Premium p.a. 203.36%
Leverage 14.39
Implied volatility 89.30%
Moneyness out-of-the-money
Leverage 4.5632
Delta -0.3172
Gamma 0.0004
Theta -0.0129
Rho -0.0026
Vega 0.0073
Fair value 0.48
Intrinsic value n.a.
Break-even 110.40
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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