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ZKB Put Warrant auf
Vontobel Holding AG

ISIN: CH1305145687 Security: 130514568 Symbol: VON3RZ Life cycle
Secondary market

Bid Price 0.24

Ask Price 0.25

Currency CHF

Exchange SIX Structured Products

Volume 200'000.00

Volume 200'000.00

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

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 0.24 0.25
Volume 200'000.00 200'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.25
Change +8.70% [ +0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 29.05.2024 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 -38.75%
Year to date (YTD) n.a.
1 month -30.56%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.40
Underlying price on issue53.35
Premium0.12%
Premium p.a.0.15%
Leverage6.51
Implied volatility0.24

Reference data

ISIN CH1305145687
Symbol VON3RZ
Security 130514568
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
Underlying Vontobel Holding N, CH0012335540
Underlying ISIN CH0012335540
Strike 50.00
C/P type put
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 19.03.2024

Key figures

Premium 12.27%
Premium p.a. 14.88%
Leverage 22.12
Implied volatility 23.86%
Moneyness out-of-the-money
Leverage 6.5091
Delta -0.2942
Gamma 0.0029
Theta -0.0006
Rho -0.0152
Vega 0.0170
Fair value 0.25
Intrinsic value n.a.
Break-even 47.55
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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