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ZKB Call Warrant auf
Vontobel Holding AG

ISIN: CH1281035704 Security: 128103570 Symbol: VONLPZ Life cycle
Secondary market

Bid Price 0.13

Ask Price 0.14

Currency CHF

Exchange SIX Structured Products

Volume 400'000.00

Volume 400'000.00

Date/time (delayed) 29.05.2024 10:25:50

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 0.13 0.14
Volume 400'000.00 400'000.00
Date/time 29.05.24 10:25 29.05.24 10:25

Current data

Last price paid 0.15
Change -6.25% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 28.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date26.10.2023
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -53.33%
Year to date (YTD) -31.82%
1 month +25.00%
3 months -6.25%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.30
Underlying price on issue54.30
Premium0.13%
Premium p.a.0.22%
Leverage11.34
Implied volatility0.19

Reference data

ISIN CH1281035704
Symbol VONLPZ
Security 128103570
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Vontobel Holding N, CH0012335540
Underlying ISIN CH0012335540
Strike 60.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 19.10.2023

Key figures

Premium 13.49%
Premium p.a. 22.19%
Leverage 38.64
Implied volatility 19.41%
Moneyness out-of-the-money
Leverage 11.3365
Delta 0.2934
Gamma 0.0042
Theta -0.0007
Rho 0.0088
Vega 0.0145
Fair value 0.14
Intrinsic value n.a.
Break-even 61.40
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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