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ZKB Call Warrant auf
Vontobel Holding AG

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

Bid Price 0.18

Ask Price 0.19

Currency CHF

Exchange SIX Structured Products

Volume 300'000.00

Volume 300'000.00

Date/time (delayed) 15.05.2024 05:15:00

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 0.18 0.19
Volume 300'000.00 300'000.00
Date/time 15.05.24 17:15 15.05.24 17:15

Current data

Last price paid 0.19
Change +5.56% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 14.05.2024 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 -38.33%
Year to date (YTD) -13.64%
1 month +90.00%
3 months +58.33%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.30
Underlying price on issue54.30
Premium0.11%
Premium p.a.0.17%
Leverage10.82
Implied volatility0.18

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 11.04%
Premium p.a. 17.08%
Leverage 30.11
Implied volatility 18.30%
Moneyness out-of-the-money
Leverage 10.8165
Delta 0.3593
Gamma 0.0046
Theta -0.0007
Rho 0.0117
Vega 0.0167
Fair value 0.19
Intrinsic value n.a.
Break-even 61.85
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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