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ZKB Call Warrant auf
Vonovia SE

ISIN: CH1338495869 Security: 133849586 Symbol: VNAGLZ Life cycle
Secondary market

Bid Price 0.28

Ask Price 0.29

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 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 0.28 0.29
Volume 200'000.00 200'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.28
Change +12.00% [ +0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date02.05.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +103.57%
Year to date (YTD) n.a.
1 month +47.37%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.14
Underlying price on issue25.85
Premium0.00%
Premium p.a.0.05%
Leverage9.47
Implied volatility0.22

Reference data

ISIN CH1338495869
Symbol VNAGLZ
Security 133849586
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Vonovia N, DE000A1ML7J1
Underlying ISIN DE000A1ML7J1
Strike 26.00
C/P type call
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 0.38%
Premium p.a. 4.91%
Leverage 9.90
Implied volatility 22.50%
Moneyness in-the-money
Leverage 9.4721
Delta 0.9566
Gamma 0.0052
Theta -0.0005
Rho 0.0019
Vega 0.0007
Fair value 0.01
Intrinsic value n.a.
Break-even 28.91
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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