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ZKB Call Warrant auf
VAT Group AG

ISIN: CH1268392680 Security: 126839268 Symbol: VACQTZ Life cycle
redeemed

Bid Price 0.025

Ask Price 0.035

Currency CHF

Exchange SIX Structured Products

Volume 125'000.00

Volume 125'000.00

Date/time (delayed) 20.09.2024 12:00:00

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 0.025 0.035
Volume 125'000.00 125'000.00
Date/time 20.09.24 12:00 20.09.24 12:00

Current data

Last price paid 0.035
Change -83.33% [ -0.18 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 20.09.2024 12:05

Life cycle

Fixing20.09.2024
Settlement date28.09.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -85.00%
Year to date (YTD) -94.35%
1 month -92.22%
3 months -96.98%
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.0.62%
Leverage58.19
Implied volatility0.17

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 1.18%
Premium p.a. 61.53%
Leverage 132.77
Implied volatility 17.00%
Moneyness out-of-the-money
Leverage 58.1894
Delta 0.4383
Gamma 0.0004
Theta -0.0028
Rho 0.0003
Vega 0.0022
Fair value 0.03
Intrinsic value n.a.
Break-even 403.00
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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