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ZKB Put Warrant auf
Vinci SA

ISIN: CH1305153897 Security: 130515389 Symbol: DG0JJZ Life cycle
Secondary market

Bid Price 0.025

Ask Price 0.035

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 28.05.2024 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 0.025 0.035
Volume 1'000'000.00 250'000.00
Date/time 28.05.24 17:15 28.05.24 17:15

Current data

Last price paid 0.03
Change -14.29% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 27.05.2024 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 -72.73%
Year to date (YTD) n.a.
1 month -75.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.11
Underlying price on issue112.18
Premium0.05%
Premium p.a.0.55%
Leverage31.44
Implied volatility0.19

Reference data

ISIN CH1305153897
Symbol DG0JJZ
Security 130515389
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Vinci, FR0000125486
Underlying ISIN FR0000125486
Strike 110.00
C/P type put
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 4.63%
Premium p.a. 54.55%
Leverage 151.30
Implied volatility 18.99%
Moneyness out-of-the-money
Leverage 31.4380
Delta -0.2078
Gamma 0.0018
Theta -0.0011
Rho -0.0008
Vega 0.0038
Fair value 0.03
Intrinsic value n.a.
Break-even 109.24
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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