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ZKB Put Warrant auf
Vontobel Holding AG

ISIN: CH1268392722 Security: 126839272 Symbol: VONEIZ Life cycle
Secondary market

Bid Price 0.12

Ask Price 0.13

Currency CHF

Exchange SIX Structured Products

Volume 400'000.00

Volume 400'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 21.09.2023
Key Information Document DE 21.09.2023
Key Information Document EN 21.09.2023
Key Information Document FR 21.09.2023
Key Information Document IT 21.09.2023

Price data

  Bid Ask
Price 0.12 0.13
Volume 400'000.00 400'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.12
Change +9.09% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 29.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date28.09.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -72.22%
Year to date (YTD) -60.00%
1 month -47.83%
3 months -57.14%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.45
Underlying price on issue52.60
Premium0.10%
Premium p.a.0.29%
Leverage11.16
Implied volatility0.24

Reference data

ISIN CH1268392722
Symbol VONEIZ
Security 126839272
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Vontobel Holding N, CH0012335540
Underlying ISIN CH0012335540
Strike 50.00
C/P type put
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 21.09.2023

Key figures

Premium 9.55%
Premium p.a. 29.31%
Leverage 43.12
Implied volatility 24.23%
Moneyness out-of-the-money
Leverage 11.1630
Delta -0.2589
Gamma 0.0043
Theta -0.0010
Rho -0.0050
Vega 0.0100
Fair value 0.13
Intrinsic value n.a.
Break-even 48.75
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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