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ZKB Call Warrant auf
Vontobel Holding AG

ISIN: CH1268392706 Security: 126839270 Symbol: VONRVZ Life cycle
Secondary market

Bid Price 0.10

Ask Price 0.11

Currency CHF

Exchange SIX Structured Products

Volume 475'000.00

Volume 475'000.00

Date/time (delayed) 16.05.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 21.09.2023
Key Information Document DE 21.09.2023
Key Information Document EN 21.09.2023
Key Information Document FR 21.09.2023
Key Information Document IT 21.09.2023

Price data

  Bid Ask
Price 0.10 0.11
Volume 475'000.00 475'000.00
Date/time 16.05.24 17:15 16.05.24 17:15

Current data

Last price paid 0.11
Change +10.00% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 14.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date28.09.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -44.74%
Year to date (YTD) -26.67%
1 month +57.14%
3 months +37.50%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.19
Underlying price on issue52.60
Premium0.09%
Premium p.a.0.25%
Leverage15.55
Implied volatility0.18

Reference data

ISIN CH1268392706
Symbol VONRVZ
Security 126839270
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Vontobel Holding N, CH0012335540
Underlying ISIN CH0012335540
Strike 60.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 21.09.2023

Key figures

Premium 9.21%
Premium p.a. 25.09%
Leverage 53.24
Implied volatility 17.86%
Moneyness out-of-the-money
Leverage 15.5528
Delta 0.2921
Gamma 0.0057
Theta -0.0008
Rho 0.0056
Vega 0.0116
Fair value 0.11
Intrinsic value n.a.
Break-even 61.05
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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