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ZKB Call Warrant auf
Volkswagen AG

ISIN: CH1305137668 Security: 130513766 Symbol: VOWXSZ Life cycle
redeemed

Bid Price 0.001

Ask Price 0.02

Currency CHF

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 21.06.2024 12:00:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 16.02.2024
Key Information Document DE 16.02.2024
Key Information Document EN 16.02.2024
Key Information Document FR 16.02.2024
Key Information Document IT 16.02.2024

Price data

  Bid Ask
Price 0.001 0.02
Volume 250'000.00 250'000.00
Date/time 21.06.24 12:00 21.06.24 12:00

Current data

Last price paid 0.015
Change -25.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 29.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date23.02.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -96.11%
Year to date (YTD) n.a.
1 month -86.36%
3 months -95.71%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.27
Underlying price on issue120.16
Premium0.11%
Premium p.a.5.69%
Leverage35.41
Implied volatility0.48

Reference data

ISIN CH1305137668
Symbol VOWXSZ
Security 130513766
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Volkswagen Vz I, DE0007664039
Underlying ISIN DE0007664039
Strike 125.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 16.02.2024

Key figures

Premium 10.91%
Premium p.a. 569.01%
Leverage 512.56
Implied volatility 48.00%
Moneyness out-of-the-money
Leverage 35.4061
Delta 0.0691
Gamma 0.0009
Theta -0.0032
Rho 0.0001
Vega 0.0010
Fair value 0.01
Intrinsic value n.a.
Break-even 125.22
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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