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ZKB Put Warrant auf
Vontobel Holding AG

ISIN: CH1281049291 Security: 128104929 Symbol: VONMQZ Life cycle
Secondary market

Bid Price 0.045

Ask Price 0.055

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 15.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 08.12.2023
Key Information Document DE 08.12.2023
Key Information Document EN 08.12.2023
Key Information Document FR 08.12.2023
Key Information Document IT 08.12.2023

Price data

  Bid Ask
Price 0.045 0.055
Volume 1'000'000.00 250'000.00
Date/time 15.05.24 17:15 15.05.24 17:15

Current data

Last price paid 0.05
Change -16.67% [ -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 date15.12.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -83.33%
Year to date (YTD) -72.22%
1 month -68.75%
3 months -77.27%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.30
Underlying price on issue50.60
Premium0.18%
Premium p.a.0.50%
Leverage11.63
Implied volatility0.28

Reference data

ISIN CH1281049291
Symbol VONMQZ
Security 128104929
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Vontobel Holding N, CH0012335540
Underlying ISIN CH0012335540
Strike 46.00
C/P type put
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 08.12.2023

Key figures

Premium 18.31%
Premium p.a. 49.51%
Leverage 111.40
Implied volatility 27.60%
Moneyness out-of-the-money
Leverage 11.6261
Delta -0.1044
Gamma 0.0019
Theta -0.0006
Rho -0.0023
Vega 0.0061
Fair value 0.05
Intrinsic value n.a.
Break-even 45.50
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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