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ZKB Call Warrant auf
Vinci SA

ISIN: CH1305153871 Security: 130515387 Symbol: DG0J8Z Life cycle
Secondary market

Bid Price 0.06

Ask Price 0.07

Currency CHF

Exchange SIX Structured Products

Volume 850'000.00

Volume 425'000.00

Date/time (delayed) 08.07.2024 12:30:38

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 0.06 0.07
Volume 850'000.00 425'000.00
Date/time 08.07.24 12:30 08.07.24 12:30

Current data

Last price paid 0.055
Change +22.22% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 05.07.2024 17:20

Life cycle

Fixing21.03.2025
Settlement date02.05.2024
Last trading21.03.2025
Final fixing21.03.2025
Currency redemptionCHF

Performance

Perf. since issue -59.38%
Year to date (YTD) n.a.
1 month -57.69%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.16
Underlying price on issue112.18
Premium0.24%
Premium p.a.0.33%
Leverage10.47
Implied volatility0.23

Reference data

ISIN CH1305153871
Symbol DG0J8Z
Security 130515387
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
Underlying Vinci, FR0000125486
Underlying ISIN FR0000125486
Strike 130.00
C/P type call
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 23.70%
Premium p.a. 32.89%
Leverage 63.58
Implied volatility 22.95%
Moneyness out-of-the-money
Leverage 10.4668
Delta 0.1646
Gamma 0.0005
Theta -0.0004
Rho 0.0040
Vega 0.0086
Fair value 0.07
Intrinsic value n.a.
Break-even 131.67
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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