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ZKB Put Warrant auf
Vontobel Holding AG

ISIN: CH1281048780 Security: 128104878 Symbol: VOND3Z Life cycle
Secondary market

Bid Price 0.035

Ask Price 0.045

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 0.035 0.045
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 0.035
Change -12.50% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 08.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date15.12.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -85.71%
Year to date (YTD) -78.13%
1 month -61.11%
3 months -86.54%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.28
Underlying price on issue50.60
Premium0.15%
Premium p.a.1.21%
Leverage15.24
Implied volatility0.37

Reference data

ISIN CH1281048780
Symbol VOND3Z
Security 128104878
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Vontobel Holding N, CH0012335540
Underlying ISIN CH0012335540
Strike 48.00
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 14.54%
Premium p.a. 120.63%
Leverage 139.25
Implied volatility 37.17%
Moneyness out-of-the-money
Leverage 15.2391
Delta -0.1094
Gamma 0.0026
Theta -0.0015
Rho -0.0008
Vega 0.0036
Fair value 0.04
Intrinsic value n.a.
Break-even 47.60
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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