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ZKB Call Warrant auf
VAT Group AG

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

Bid Price 1.07

Ask Price 1.08

Currency CHF

Exchange SIX Structured Products

Volume 125'000.00

Volume 125'000.00

Date/time (delayed) 14.06.2024 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 1.07 1.08
Volume 125'000.00 125'000.00
Date/time 14.06.24 17:15 14.06.24 17:15

Current data

Last price paid 1.08
Change -6.09% [ -0.07 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 14.06.2024 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 +437.50%
Year to date (YTD) +74.19%
1 month +50.00%
3 months +16.13%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.20
Underlying price on issue322.80
Premium0.02%
Premium p.a.0.07%
Leverage4.00
Implied volatility0.42

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 2.03%
Premium p.a. 7.06%
Leverage 4.63
Implied volatility 41.78%
Moneyness in-the-money
Leverage 4.0022
Delta 0.8650
Gamma 0.0000
Theta -0.0013
Rho 0.0093
Vega 0.0058
Fair value 0.10
Intrinsic value n.a.
Break-even 507.50
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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