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ZKB Call Warrant auf
Vontobel Holding AG

ISIN: CH1268387532 Security: 126838753 Symbol: VON5JZ Life cycle
Secondary market

Bid Price 0.045

Ask Price 0.055

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 31.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 11.09.2023
Key Information Document DE 11.09.2023
Key Information Document EN 11.09.2023
Key Information Document FR 11.09.2023
Key Information Document IT 11.09.2023

Price data

  Bid Ask
Price 0.045 0.055
Volume 1'000'000.00 250'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.055
Change -15.38% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 29.05.2024 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 -83.87%
Year to date (YTD) -72.50%
1 month +10.00%
3 months -54.17%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.31
Underlying price on issue53.15
Premium0.04%
Premium p.a.0.55%
Leverage31.07
Implied volatility0.19

Reference data

ISIN CH1268387532
Symbol VON5JZ
Security 126838753
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Vontobel Holding N, CH0012335540
Underlying ISIN CH0012335540
Strike 56.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 11.09.2023

Key figures

Premium 4.24%
Premium p.a. 55.32%
Leverage 108.40
Implied volatility 19.22%
Moneyness out-of-the-money
Leverage 31.0685
Delta 0.2866
Gamma 0.0118
Theta -0.0018
Rho 0.0011
Vega 0.0051
Fair value 0.05
Intrinsic value n.a.
Break-even 56.50
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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