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ZKB Put Warrant auf
Vonovia SE

ISIN: CH1338497378 Security: 133849737 Symbol: VNABIZ Life cycle
redeemed

Bid Price 0.005

Ask Price 0.015

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 20.09.2024 12:00:00

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 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 20.09.24 12:00 20.09.24 12:00

Current data

Last price paid 0.015
Change -25.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 11.09.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date14.05.2024
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -96.30%
Year to date (YTD) n.a.
1 month -81.25%
3 months -94.64%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.27
Underlying price on issue28.09
Premium0.13%
Premium p.a.6.53%
Leverage22.93
Implied volatility0.68

Reference data

ISIN CH1338497378
Symbol VNABIZ
Security 133849737
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Vonovia N, DE000A1ML7J1
Underlying ISIN DE000A1ML7J1
Strike 28.00
C/P type put
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 12.53%
Premium p.a. 653.32%
Leverage 301.96
Implied volatility 67.98%
Moneyness out-of-the-money
Leverage 22.9295
Delta -0.0759
Gamma 0.0050
Theta -0.0028
Rho 0.0000
Vega 0.0006
Fair value 0.01
Intrinsic value n.a.
Break-even 27.89
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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