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ZKB Call Warrant auf
Vontobel Holding AG

ISIN: CH1281049184 Security: 128104918 Symbol: VON88Z Life cycle
Secondary market

Bid Price 0.26

Ask Price 0.27

Currency CHF

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

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 0.26 0.27
Volume 250'000.00 250'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.26
Change -13.33% [ -0.04 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 29.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date15.12.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +26.19%
Year to date (YTD) -38.10%
1 month +52.94%
3 months -16.13%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.21
Underlying price on issue50.60
Premium0.01%
Premium p.a.0.11%
Leverage15.98
Implied volatility0.20

Reference data

ISIN CH1281049184
Symbol VON88Z
Security 128104918
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
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 0.83%
Premium p.a. 10.82%
Leverage 20.45
Implied volatility 20.43%
Moneyness in-the-money
Leverage 15.9753
Delta 0.7811
Gamma 0.0096
Theta -0.0018
Rho 0.0030
Vega 0.0044
Fair value 0.04
Intrinsic value n.a.
Break-even 54.65
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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