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ZKB Call Warrant auf
Vonovia SE

ISIN: CH1338497295 Security: 133849729 Symbol: VNAVEZ Life cycle
Secondary market

Bid Price 0.045

Ask Price 0.055

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 29.05.2024 09:48:42

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 06.05.2024
Key Information Document DE 06.05.2024
Key Information Document EN 06.05.2024
Key Information Document FR 06.05.2024
Key Information Document IT 06.05.2024

Price data

  Bid Ask
Price 0.045 0.055
Volume 1'000'000.00 250'000.00
Date/time 29.05.24 09:48 29.05.24 09:48

Current data

Last price paid 0.055
Change -21.43% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 24.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date14.05.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -43.75%
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 price0.08
Underlying price on issue28.08
Premium0.09%
Premium p.a.1.10%
Leverage16.70
Implied volatility0.36

Reference data

ISIN CH1338497295
Symbol VNAVEZ
Security 133849729
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Vonovia N, DE000A1ML7J1
Underlying ISIN DE000A1ML7J1
Strike 30.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 10
Value day 06.05.2024

Key figures

Premium 9.00%
Premium p.a. 109.50%
Leverage 61.45
Implied volatility 35.93%
Moneyness out-of-the-money
Leverage 16.6960
Delta 0.2717
Gamma 0.0116
Theta -0.0017
Rho 0.0006
Vega 0.0026
Fair value 0.05
Intrinsic value n.a.
Break-even 30.45
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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