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ZKB Call Warrant auf
Vontobel Holding AG

ISIN: CH1268375461 Security: 126837546 Symbol: VONXDZ Life cycle
Secondary market

Bid Price 0.03

Ask Price 0.04

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 21.06.2023
Key Information Document DE 21.06.2023
Key Information Document EN 21.06.2023
Key Information Document FR 21.06.2023
Key Information Document IT 21.06.2023

Price data

  Bid Ask
Price 0.03 0.04
Volume 1'000'000.00 250'000.00
Date/time 16.05.24 17:15 16.05.24 17:15

Current data

Last price paid 0.035
Change +16.67% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 08.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date28.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -92.39%
Year to date (YTD) -58.82%
1 month 0.00%
3 months -22.22%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.46
Underlying price on issue56.75
Premium0.08%
Premium p.a.0.68%
Leverage27.53
Implied volatility0.20

Reference data

ISIN CH1268375461
Symbol VONXDZ
Security 126837546
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
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 21.06.2023

Key figures

Premium 7.96%
Premium p.a. 67.57%
Leverage 159.71
Implied volatility 20.48%
Moneyness out-of-the-money
Leverage 27.5347
Delta 0.1724
Gamma 0.0065
Theta -0.0012
Rho 0.0011
Vega 0.0049
Fair value 0.04
Intrinsic value n.a.
Break-even 60.35
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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