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ZKB Put Warrant auf
Vinci SA

ISIN: CH1305153913 Security: 130515391 Symbol: DG0G4Z Life cycle
Secondary market

Bid Price 0.10

Ask Price 0.11

Currency CHF

Exchange SIX Structured Products

Volume 475'000.00

Volume 475'000.00

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 0.10 0.11
Volume 475'000.00 475'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.11
Change -8.33% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 30.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date02.05.2024
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -44.74%
Year to date (YTD) n.a.
1 month -45.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.19
Underlying price on issue112.18
Premium0.06%
Premium p.a.0.19%
Leverage12.91
Implied volatility0.20

Reference data

ISIN CH1305153913
Symbol DG0G4Z
Security 130515391
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
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 6.31%
Premium p.a. 19.36%
Leverage 42.76
Implied volatility 20.08%
Moneyness out-of-the-money
Leverage 12.9082
Delta -0.3019
Gamma 0.0011
Theta -0.0006
Rho -0.0048
Vega 0.0089
Fair value 0.11
Intrinsic value n.a.
Break-even 107.32
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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