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ZKB Call Warrant auf
Vontobel Holding AG

ISIN: CH1281049184 Security: 128104918 Symbol: VON88Z Life cycle
Secondary market

Bid Price 0.40

Ask Price 0.41

Currency CHF

Exchange SIX Structured Products

Volume 125'000.00

Volume 125'000.00

Date/time (delayed) 16.05.2024 11:23:10

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 0.40 0.41
Volume 125'000.00 125'000.00
Date/time 16.05.24 11:23 16.05.24 11:23

Current data

Last price paid 0.40
Change +2.56% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 15.05.2024 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 +92.86%
Year to date (YTD) -4.76%
1 month +185.71%
3 months +53.85%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.21
Underlying price on issue50.60
Premium0.01%
Premium p.a.0.07%
Leverage11.47
Implied volatility0.21

Reference data

ISIN CH1281049184
Symbol VON88Z
Security 128104918
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Vontobel Holding N, CH0012335540
Underlying ISIN CH0012335540
Strike 52.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 08.12.2023

Key figures

Premium 0.81%
Premium p.a. 6.87%
Leverage 13.73
Implied volatility 21.20%
Moneyness in-the-money
Leverage 11.4711
Delta 0.8356
Gamma 0.0061
Theta -0.0013
Rho 0.0050
Vega 0.0047
Fair value 0.04
Intrinsic value n.a.
Break-even 56.05
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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