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ZKB Put Warrant auf
Vonovia SE

ISIN: CH1338496016 Security: 133849601 Symbol: VNAWBZ 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) 07.06.2024 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 0.025 0.035
Volume 1'000'000.00 250'000.00
Date/time 07.06.24 17:15 07.06.24 17:15

Current data

Last price paid 0.025
Change +25.00% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 07.06.2024 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 -80.00%
Year to date (YTD) n.a.
1 month -54.55%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.15
Underlying price on issue25.83
Premium0.08%
Premium p.a.1.33%
Leverage18.33
Implied volatility0.38

Reference data

ISIN CH1338496016
Symbol VNAWBZ
Security 133849601
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Vonovia N, DE000A1ML7J1
Underlying ISIN DE000A1ML7J1
Strike 25.00
C/P type put
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 7.67%
Premium p.a. 133.23%
Leverage 86.34
Implied volatility 38.41%
Moneyness out-of-the-money
Leverage 18.3292
Delta -0.2123
Gamma 0.0121
Theta -0.0016
Rho -0.0003
Vega 0.0018
Fair value 0.03
Intrinsic value n.a.
Break-even 24.69
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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