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ZKB Call Warrant auf
Vonovia SE

ISIN: CH1338495877 Security: 133849587 Symbol: VNAD4Z Life cycle
Secondary market

Bid Price 0.26

Ask Price 0.27

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 0.26 0.27
Volume 200'000.00 200'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.26
Change +8.33% [ +0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 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 +65.63%
Year to date (YTD) n.a.
1 month +30.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.16
Underlying price on issue25.85
Premium0.07%
Premium p.a.0.20%
Leverage6.63
Implied volatility0.32

Reference data

ISIN CH1338495877
Symbol VNAD4Z
Security 133849587
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Vonovia N, DE000A1ML7J1
Underlying ISIN DE000A1ML7J1
Strike 28.00
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 6.61%
Premium p.a. 20.28%
Leverage 10.65
Implied volatility 32.40%
Moneyness in-the-money
Leverage 6.6303
Delta 0.6225
Gamma 0.0073
Theta -0.0010
Rho 0.0049
Vega 0.0061
Fair value 0.19
Intrinsic value n.a.
Break-even 30.70
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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