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ZKB Put Warrant auf
Vontobel Holding AG

ISIN: CH1268392532 Security: 126839253 Symbol: VONCYZ 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) 15.05.2024 05:15:00

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 0.04 0.05
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 -23.08% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 08.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date28.09.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -87.84%
Year to date (YTD) -77.27%
1 month -66.67%
3 months -85.71%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.37
Underlying price on issue52.60
Premium0.11%
Premium p.a.0.92%
Leverage17.47
Implied volatility0.31

Reference data

ISIN CH1268392532
Symbol VONCYZ
Security 126839253
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Vontobel Holding N, CH0012335540
Underlying ISIN CH0012335540
Strike 50.00
C/P type put
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 21.09.2023

Key figures

Premium 11.04%
Premium p.a. 91.59%
Leverage 123.78
Implied volatility 30.87%
Moneyness out-of-the-money
Leverage 17.4718
Delta -0.1412
Gamma 0.0037
Theta -0.0015
Rho -0.0010
Vega 0.0043
Fair value 0.05
Intrinsic value n.a.
Break-even 49.55
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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