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ZKB Call Warrant auf
Vontobel Holding AG

ISIN: CH1305145661 Security: 130514566 Symbol: VON7AZ Life cycle
Secondary market

Bid Price 0.37

Ask Price 0.38

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 19.03.2024
Key Information Document DE 19.03.2024
Key Information Document EN 19.03.2024
Key Information Document FR 19.03.2024
Key Information Document IT 19.03.2024

Price data

  Bid Ask
Price 0.37 0.38
Volume 150'000.00 150'000.00
Date/time 28.05.24 17:15 28.05.24 17:15

Current data

Last price paid 0.38
Change -5.00% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 28.05.2024 17:20

Life cycle

Fixing21.03.2025
Settlement date26.03.2024
Last trading21.03.2025
Final fixing21.03.2025
Currency redemptionCHF

Performance

Perf. since issue +33.93%
Year to date (YTD) n.a.
1 month +40.74%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.28
Underlying price on issue53.35
Premium0.10%
Premium p.a.0.12%
Leverage7.39
Implied volatility0.21

Reference data

ISIN CH1305145661
Symbol VON7AZ
Security 130514566
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
Underlying Vontobel Holding N, CH0012335540
Underlying ISIN CH0012335540
Strike 56.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 19.03.2024

Key figures

Premium 9.63%
Premium p.a. 11.57%
Leverage 14.53
Implied volatility 20.64%
Moneyness out-of-the-money
Leverage 7.3868
Delta 0.5083
Gamma 0.0039
Theta -0.0008
Rho 0.0199
Vega 0.0198
Fair value 0.38
Intrinsic value n.a.
Break-even 59.75
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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