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ZKB Call Warrant auf
Volkswagen AG

ISIN: CH1338497444 Security: 133849744 Symbol: VOWO3Z Life cycle
Secondary market

Bid Price 0.24

Ask Price 0.25

Currency CHF

Exchange SIX Structured Products

Volume 225'000.00

Volume 225'000.00

Date/time (delayed) 11.07.2024 05:15:00

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 0.24 0.25
Volume 225'000.00 225'000.00
Date/time 11.07.24 17:15 11.07.24 17:15

Current data

Last price paid 0.24
Change -4.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 08.07.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date14.05.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -44.32%
Year to date (YTD) n.a.
1 month -44.19%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.44
Underlying price on issue117.08
Premium0.05%
Premium p.a.0.11%
Leverage12.45
Implied volatility0.14

Reference data

ISIN CH1338497444
Symbol VOWO3Z
Security 133849744
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Volkswagen Vz I, DE0007664039
Underlying ISIN DE0007664039
Strike 115.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 06.05.2024

Key figures

Premium 5.39%
Premium p.a. 11.00%
Leverage 22.58
Implied volatility 14.44%
Moneyness out-of-the-money
Leverage 12.4534
Delta 0.5516
Gamma 0.0018
Theta -0.0009
Rho 0.0138
Vega 0.0153
Fair value 0.25
Intrinsic value n.a.
Break-even 120.04
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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