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ZKB Call Warrant auf
Vonovia SE

ISIN: CH1338495877 Security: 133849587 Symbol: VNAD4Z 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) 12.06.2024 05:15:01

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 12.06.24 17:15 12.06.24 17:15

Current data

Last price paid 0.18
Change +20.00% [ +0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 12.06.2024 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 +15.63%
Year to date (YTD) n.a.
1 month -21.74%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.16
Underlying price on issue25.85
Premium0.11%
Premium p.a.0.36%
Leverage6.98
Implied volatility0.38

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 10.67%
Premium p.a. 36.39%
Leverage 14.13
Implied volatility 37.74%
Moneyness out-of-the-money
Leverage 6.9773
Delta 0.4938
Gamma 0.0075
Theta -0.0011
Rho 0.0032
Vega 0.0056
Fair value 0.19
Intrinsic value n.a.
Break-even 29.91
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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