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ZKB Put Warrant auf
Volkswagen AG

ISIN: CH1281036082 Security: 128103608 Symbol: VOW4AZ Life cycle
Secondary market

Bid Price 0.30

Ask Price 0.31

Currency CHF

Exchange SIX Structured Products

Volume 175'000.00

Volume 175'000.00

Date/time (delayed) 07.08.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 19.10.2023
Key Information Document DE 19.10.2023
Key Information Document EN 19.10.2023
Key Information Document FR 19.10.2023
Key Information Document IT 19.10.2023

Price data

  Bid Ask
Price 0.30 0.31
Volume 175'000.00 175'000.00
Date/time 07.08.24 17:15 07.08.24 17:15

Current data

Last price paid 0.31
Change -13.89% [ -0.05 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 07.08.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date26.10.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -43.52%
Year to date (YTD) -3.13%
1 month +181.82%
3 months +121.43%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.54
Underlying price on issue105.98
Premium0.09%
Premium p.a.0.68%
Leverage6.20
Implied volatility0.54

Reference data

ISIN CH1281036082
Symbol VOW4AZ
Security 128103608
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Volkswagen Vz I, DE0007664039
Underlying ISIN DE0007664039
Strike 100.00
C/P type put
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 19.10.2023

Key figures

Premium 9.44%
Premium p.a. 67.60%
Leverage 16.00
Implied volatility 54.45%
Moneyness out-of-the-money
Leverage 6.1999
Delta -0.3875
Gamma 0.0010
Theta -0.0035
Rho -0.0031
Vega 0.0070
Fair value 0.31
Intrinsic value n.a.
Break-even 93.54
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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