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ZKB Put Warrant auf
VAT Group AG

ISIN: CH1268392870 Security: 126839287 Symbol: VAC4YZ Life cycle
redeemed

Bid Price 0.01

Ask Price 0.02

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 21.06.2024 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 0.01 0.02
Volume 1'000'000.00 250'000.00
Date/time 21.06.24 12:00 21.06.24 12:00

Current data

Last price paid 0.02
Change -20.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 23.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date28.09.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Key figures on issue

Issue price0.38
Underlying price on issue322.80
Premium0.36%
Premium p.a.18.64%
Leverage9.61
Implied volatility1.78

Reference data

Key figures

Premium 35.75%
Premium p.a. 1863.97%
Leverage 330.47
Implied volatility 178.49%
Moneyness out-of-the-money
Leverage 9.6066
Delta -0.0291
Gamma 0.0000
Theta -0.0053
Rho 0.0000
Vega 0.0005
Fair value 0.02
Intrinsic value n.a.
Break-even 318.50
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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