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ZKB Put Warrant auf
Vontobel Holding AG

ISIN: CH1338502466 Security: 133850246 Symbol: VONNPZ Life cycle
Secondary market

Bid Price 0.49

Ask Price 0.50

Currency CHF

Exchange SIX Structured Products

Volume 100'000.00

Volume 100'000.00

Date/time (delayed) 31.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 15.05.2024
Key Information Document DE 15.05.2024
Key Information Document EN 15.05.2024
Key Information Document FR 15.05.2024
Key Information Document IT 15.05.2024

Price data

  Bid Ask
Price 0.49 0.50
Volume 100'000.00 100'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.50
Change -1.96% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing21.03.2025
Settlement date23.05.2024
Last trading21.03.2025
Final fixing21.03.2025
Currency redemptionCHF

Performance

Perf. since issue +10.00%
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 price0.45
Underlying price on issue55.30
Premium0.06%
Premium p.a.0.07%
Leverage5.46
Implied volatility0.22

Reference data

ISIN CH1338502466
Symbol VONNPZ
Security 133850246
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
Underlying Vontobel Holding N, CH0012335540
Underlying ISIN CH0012335540
Strike 56.00
C/P type put
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 15.05.2024

Key figures

Premium 5.81%
Premium p.a. 7.05%
Leverage 10.95
Implied volatility 22.21%
Moneyness in-the-money
Leverage 5.4572
Delta -0.4984
Gamma 0.0036
Theta -0.0006
Rho -0.0264
Vega 0.0196
Fair value 0.32
Intrinsic value n.a.
Break-even 51.05
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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