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ZKB Call Warrant auf
Vontobel Holding AG

ISIN: CH1338502417 Security: 133850241 Symbol: VONI1Z Life cycle
Secondary market

Bid Price 0.06

Ask Price 0.07

Currency CHF

Exchange SIX Structured Products

Volume 925'000.00

Volume 475'000.00

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 0.06 0.07
Volume 925'000.00 475'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.07
Change -6.67% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 30.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date23.05.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -27.78%
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 price0.09
Underlying price on issue55.30
Premium0.19%
Premium p.a.0.32%
Leverage13.62
Implied volatility0.19

Reference data

ISIN CH1338502417
Symbol VONI1Z
Security 133850241
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Vontobel Holding N, CH0012335540
Underlying ISIN CH0012335540
Strike 64.00
C/P type call
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 19.28%
Premium p.a. 31.99%
Leverage 83.38
Implied volatility 19.11%
Moneyness out-of-the-money
Leverage 13.6238
Delta 0.1634
Gamma 0.0031
Theta -0.0005
Rho 0.0049
Vega 0.0104
Fair value 0.07
Intrinsic value n.a.
Break-even 64.65
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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