Inhaltsseite: Home

ZKB Call Warrant auf
VAT Group AG

ISIN: CH1268392680 Security: 126839268 Symbol: VACQTZ Life cycle
Secondary market

Bid Price 1.13

Ask Price 1.14

Currency CHF

Exchange SIX Structured Products

Volume 125'000.00

Volume 125'000.00

Date/time (delayed) 26.06.2024 09:24:22

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 1.13 1.14
Volume 125'000.00 125'000.00
Date/time 26.06.24 09:24 26.06.24 09:24

Current data

Last price paid 1.09
Change -1.80% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 24.06.2024 17:20

Life cycle

Performance

Perf. since issue +462.50%
Year to date (YTD) +75.81%
1 month +3.81%
3 months +17.20%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.20
Underlying price on issue322.80
Premium0.01%
Premium p.a.0.05%
Leverage4.07
Implied volatility0.39

Reference data

ISIN CH1268392680
Symbol VACQTZ
Security 126839268
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying VAT Group N, CH0311864901
Underlying ISIN CH0311864901
Strike 400.00
C/P type call
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 100
Value day 21.09.2023

Key figures

Premium 1.24%
Premium p.a. 4.88%
Leverage 4.50
Implied volatility 39.10%
Moneyness in-the-money
Leverage 4.0713
Delta 0.9048
Gamma 0.0000
Theta -0.0010
Rho 0.0088
Vega 0.0043
Fair value 0.06
Intrinsic value n.a.
Break-even 512.50
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading