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ZKB Call Warrant auf
Vinci SA

ISIN: CH1305153715 Security: 130515371 Symbol: DG06FZ Life cycle
Secondary market

Bid Price 0.20

Ask Price 0.21

Currency CHF

Exchange SIX Structured Products

Volume 275'000.00

Volume 275'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 24.04.2024
Key Information Document DE 24.04.2024
Key Information Document EN 24.04.2024
Key Information Document FR 24.04.2024
Key Information Document IT 24.04.2024

Price data

  Bid Ask
Price 0.20 0.21
Volume 275'000.00 275'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.20
Change +5.26% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date02.05.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -2.38%
Year to date (YTD) n.a.
1 month +17.65%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.21
Underlying price on issue112.18
Premium0.09%
Premium p.a.0.16%
Leverage8.84
Implied volatility0.23

Reference data

ISIN CH1305153715
Symbol DG06FZ
Security 130515371
Exchange SIX Structured Products
Currency CHF
Expiry 31.12.2024
Underlying Vinci, FR0000125486
Underlying ISIN FR0000125486
Strike 120.00
C/P type call
Subscription ratio 25.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 25
Value day 24.04.2024

Key figures

Premium 9.37%
Premium p.a. 15.98%
Leverage 21.90
Implied volatility 22.61%
Moneyness out-of-the-money
Leverage 8.8369
Delta 0.4036
Gamma 0.0008
Theta -0.0006
Rho 0.0081
Vega 0.0131
Fair value 0.21
Intrinsic value n.a.
Break-even 125.23
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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