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ZKB Put Warrant auf
Vinci SA

ISIN: CH1305153954 Security: 130515395 Symbol: DG0KCZ Life cycle
Secondary market

Bid Price 0.18

Ask Price 0.19

Currency CHF

Exchange SIX Structured Products

Volume 300'000.00

Volume 300'000.00

Date/time (delayed) 17.05.2024 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 0.18 0.19
Volume 300'000.00 300'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.18
Change -5.26% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 15.05.2024 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 -28.85%
Year to date (YTD) n.a.
1 month n.a.
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.26
Underlying price on issue112.18
Premium0.08%
Premium p.a.0.14%
Leverage8.82
Implied volatility0.19

Reference data

ISIN CH1305153954
Symbol DG0KCZ
Security 130515395
Exchange SIX Structured Products
Currency CHF
Expiry 31.12.2024
Underlying Vinci, FR0000125486
Underlying ISIN FR0000125486
Strike 110.00
C/P type put
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 8.46%
Premium p.a. 13.55%
Leverage 24.55
Implied volatility 19.10%
Moneyness out-of-the-money
Leverage 8.8241
Delta -0.3595
Gamma 0.0009
Theta -0.0006
Rho -0.0106
Vega 0.0132
Fair value 0.19
Intrinsic value n.a.
Break-even 105.31
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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