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ZKB Call Warrant auf
VAT Group AG

ISIN: CH1268392672 Security: 126839267 Symbol: VACT5Z Life cycle
Secondary market

Bid Price 1.50

Ask Price 1.51

Currency CHF

Exchange SIX Structured Products

Volume 125'000.00

Volume 125'000.00

Date/time (delayed) 26.06.2024 09:26:13

Sell Buy 

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Price data

  Bid Ask
Price 1.50 1.51
Volume 125'000.00 125'000.00
Date/time 26.06.24 09:26 26.06.24 09:26

Current data

Last price paid 1.46
Change -1.35% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 24.06.2024 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 +385.48%
Year to date (YTD) +65.91%
1 month +3.55%
3 months +16.80%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.31
Underlying price on issue322.80
Premium0.01%
Premium p.a.0.03%
Leverage3.18
Implied volatility0.46

Reference data

ISIN CH1268392672
Symbol VACT5Z
Security 126839267
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying VAT Group N, CH0311864901
Underlying ISIN CH0311864901
Strike 360.00
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 0.85%
Premium p.a. 3.33%
Leverage 3.36
Implied volatility 45.97%
Moneyness in-the-money
Leverage 3.1791
Delta 0.9452
Gamma 0.0000
Theta -0.0008
Rho 0.0084
Vega 0.0028
Fair value 0.04
Intrinsic value n.a.
Break-even 510.50
SSPA value at risk n.a.
SSPA risk rating n.a.

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