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ZKB Call Warrant auf
Vontobel Holding AG

ISIN: CH1281049234 Security: 128104923 Symbol: VONKLZ Life cycle
Secondary market

Bid Price 0.39

Ask Price 0.40

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 08.12.2023
Key Information Document DE 08.12.2023
Key Information Document EN 08.12.2023
Key Information Document FR 08.12.2023
Key Information Document IT 08.12.2023

Price data

  Bid Ask
Price 0.39 0.40
Volume 150'000.00 150'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.39
Change +2.63% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date15.12.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue +36.21%
Year to date (YTD) -18.75%
1 month +34.48%
3 months +5.41%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.29
Underlying price on issue50.60
Premium0.03%
Premium p.a.0.10%
Leverage9.22
Implied volatility0.21

Reference data

ISIN CH1281049234
Symbol VONKLZ
Security 128104923
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Vontobel Holding N, CH0012335540
Underlying ISIN CH0012335540
Strike 52.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 08.12.2023

Key figures

Premium 3.23%
Premium p.a. 9.90%
Leverage 13.72
Implied volatility 21.04%
Moneyness in-the-money
Leverage 9.2195
Delta 0.6719
Gamma 0.0055
Theta -0.0011
Rho 0.0106
Vega 0.0112
Fair value 0.18
Intrinsic value n.a.
Break-even 55.95
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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