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ZKB Call Warrant auf
Vontobel Holding AG

ISIN: CH1268392714 Security: 126839271 Symbol: VON1LZ Life cycle
Secondary market

Bid Price 0.26

Ask Price 0.27

Currency CHF

Exchange SIX Structured Products

Volume 200'000.00

Volume 200'000.00

Date/time (delayed) 14.05.2024 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 0.26 0.27
Volume 200'000.00 200'000.00
Date/time 14.05.24 17:15 14.05.24 17:15

Current data

Last price paid 0.26
Change +13.04% [ +0.03 ]
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 -17.19%
Year to date (YTD) -7.14%
1 month +100.00%
3 months +85.71%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.32
Underlying price on issue52.60
Premium0.06%
Premium p.a.0.16%
Leverage10.64
Implied volatility0.21

Reference data

ISIN CH1268392714
Symbol VON1LZ
Security 126839271
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Vontobel Holding N, CH0012335540
Underlying ISIN CH0012335540
Strike 56.00
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 5.87%
Premium p.a. 15.74%
Leverage 20.91
Implied volatility 20.62%
Moneyness out-of-the-money
Leverage 10.6443
Delta 0.5092
Gamma 0.0057
Theta -0.0011
Rho 0.0095
Vega 0.0135
Fair value 0.27
Intrinsic value n.a.
Break-even 58.65
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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