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ZKB Put Warrant auf
Vonovia SE

ISIN: CH1338496040 Security: 133849604 Symbol: VNAYEZ Life cycle
Secondary market

Bid Price 0.065

Ask Price 0.075

Currency CHF

Exchange SIX Structured Products

Volume 775'000.00

Volume 400'000.00

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 0.065 0.075
Volume 775'000.00 400'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.075
Change +25.00% [ +0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 24.05.2024 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 -61.11%
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 price0.18
Underlying price on issue25.83
Premium0.19%
Premium p.a.0.59%
Leverage7.00
Implied volatility0.42

Reference data

ISIN CH1338496040
Symbol VNAYEZ
Security 133849604
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Vonovia N, DE000A1ML7J1
Underlying ISIN DE000A1ML7J1
Strike 24.00
C/P type put
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 10
Value day 24.04.2024

Key figures

Premium 19.15%
Premium p.a. 58.73%
Leverage 40.32
Implied volatility 41.54%
Moneyness out-of-the-money
Leverage 7.0039
Delta -0.1737
Gamma 0.0038
Theta -0.0007
Rho -0.0018
Vega 0.0041
Fair value 0.07
Intrinsic value n.a.
Break-even 23.29
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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