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ZKB Call Warrant auf
VAT Group AG

ISIN: CH1268392672 Security: 126839267 Symbol: VACT5Z Life cycle
redeemed

Bid Price 0.40

Ask Price 0.41

Currency CHF

Exchange SIX Structured Products

Volume 50'000.00

Volume 50'000.00

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 0.40 0.41
Volume 50'000.00 50'000.00
Date/time 20.09.24 12:00 20.09.24 12:00

Current data

Last price paid 0.41
Change -31.67% [ -0.19 ]
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 +30.65%
Year to date (YTD) -53.41%
1 month -49.38%
3 months -73.38%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.31
Underlying price on issue322.80
Premium0.00%
Premium p.a.0.16%
Leverage9.07
Implied volatility0.55

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 0.30%
Premium p.a. 15.67%
Leverage 9.86
Implied volatility 54.64%
Moneyness in-the-money
Leverage 9.0716
Delta 0.9201
Gamma 0.0000
Theta -0.0032
Rho 0.0006
Vega 0.0008
Fair value 0.01
Intrinsic value n.a.
Break-even 400.50
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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