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ZKB Call Warrant auf
Vonovia SE

ISIN: CH1338495984 Security: 133849598 Symbol: VNA46Z Life cycle
Secondary market

Bid Price 0.15

Ask Price 0.16

Currency CHF

Exchange SIX Structured Products

Volume 350'000.00

Volume 350'000.00

Date/time (delayed) 17.07.2024 09:21:43

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 0.15 0.16
Volume 350'000.00 350'000.00
Date/time 17.07.24 09:21 17.07.24 09:21

Current data

Last price paid 0.16
Change -5.88% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 16.07.2024 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 +19.23%
Year to date (YTD) n.a.
1 month +6.67%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.13
Underlying price on issue25.83
Premium0.26%
Premium p.a.0.37%
Leverage6.09
Implied volatility0.34

Reference data

ISIN CH1338495984
Symbol VNA46Z
Security 133849598
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
Underlying Vonovia N, DE000A1ML7J1
Underlying ISIN DE000A1ML7J1
Strike 34.00
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 25.51%
Premium p.a. 36.65%
Leverage 17.80
Implied volatility 34.17%
Moneyness out-of-the-money
Leverage 6.0944
Delta 0.3424
Gamma 0.0047
Theta -0.0006
Rho 0.0055
Vega 0.0085
Fair value 0.16
Intrinsic value n.a.
Break-even 35.59
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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