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ZKB Call Warrant auf
Vinci SA

ISIN: CH1305153806 Security: 130515380 Symbol: DG0LRZ Life cycle
Secondary market

Bid Price 0.04

Ask Price 0.05

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 27.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 24.04.2024
Key Information Document DE 24.04.2024
Key Information Document EN 24.04.2024
Key Information Document FR 24.04.2024
Key Information Document IT 24.04.2024

Price data

  Bid Ask
Price 0.04 0.05
Volume 1'000'000.00 250'000.00
Date/time 27.05.24 17:15 27.05.24 17:15

Current data

Last price paid 0.045
Change -18.18% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 23.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date02.05.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -35.71%
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 price0.07
Underlying price on issue112.18
Premium0.03%
Premium p.a.0.36%
Leverage35.15
Implied volatility0.15

Reference data

ISIN CH1305153806
Symbol DG0LRZ
Security 130515380
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Vinci, FR0000125486
Underlying ISIN FR0000125486
Strike 118.00
C/P type call
Subscription ratio 25.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 25
Value day 24.04.2024

Key figures

Premium 3.19%
Premium p.a. 36.40%
Leverage 101.78
Implied volatility 14.77%
Moneyness out-of-the-money
Leverage 35.1534
Delta 0.3454
Gamma 0.0029
Theta -0.0013
Rho 0.0013
Vega 0.0050
Fair value 0.05
Intrinsic value n.a.
Break-even 119.13
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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