Inhaltsseite: Home

ZKB Put Warrant auf
Vontobel Holding AG

ISIN: CH1281049325 Security: 128104932 Symbol: VONZ4Z Life cycle
Secondary market

Bid Price 0.07

Ask Price 0.08

Currency CHF

Exchange SIX Structured Products

Volume 725'000.00

Volume 375'000.00

Date/time (delayed) 28.05.2024 05:15:01

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 0.07 0.08
Volume 725'000.00 375'000.00
Date/time 28.05.24 17:15 28.05.24 17:15

Current data

Last price paid 0.075
Change -6.25% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 21.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date15.12.2023
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -74.14%
Year to date (YTD) -60.53%
1 month -64.29%
3 months -60.53%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.29
Underlying price on issue50.60
Premium0.21%
Premium p.a.0.34%
Leverage8.80
Implied volatility0.27

Reference data

ISIN CH1281049325
Symbol VONZ4Z
Security 128104932
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Vontobel Holding N, CH0012335540
Underlying ISIN CH0012335540
Strike 44.00
C/P type put
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 08.12.2023

Key figures

Premium 20.64%
Premium p.a. 33.79%
Leverage 72.67
Implied volatility 26.88%
Moneyness out-of-the-money
Leverage 8.7996
Delta -0.1211
Gamma 0.0018
Theta -0.0005
Rho -0.0045
Vega 0.0086
Fair value 0.08
Intrinsic value n.a.
Break-even 43.25
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading