Inhaltsseite: Home

ZKB Put Warrant auf
Vonovia SE

ISIN: CH1338496016 Security: 133849601 Symbol: VNAWBZ Life cycle
Secondary market

Bid Price 0.02

Ask Price 0.03

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 29.05.2024 09:11:28

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 0.02 0.03
Volume 1'000'000.00 250'000.00
Date/time 29.05.24 09:11 29.05.24 09:11

Current data

Last price paid 0.03
Change -33.33% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 15.05.2024 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 -83.33%
Year to date (YTD) n.a.
1 month n.a.
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.15
Underlying price on issue25.83
Premium0.13%
Premium p.a.1.56%
Leverage14.79
Implied volatility0.44

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 13.26%
Premium p.a. 156.10%
Leverage 113.06
Implied volatility 43.81%
Moneyness out-of-the-money
Leverage 14.7893
Delta -0.1308
Gamma 0.0059
Theta -0.0012
Rho -0.0003
Vega 0.0017
Fair value 0.03
Intrinsic value n.a.
Break-even 24.75
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading