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ZKB Call Warrant auf
VAT Group AG

ISIN: CH1281048988 Security: 128104898 Symbol: VAC7BZ Life cycle
Secondary market

Bid Price 0.59

Ask Price 0.60

Currency CHF

Exchange SIX Structured Products

Volume 175'000.00

Volume 175'000.00

Date/time (delayed) 25.06.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 08.12.2023
Key Information Document DE 08.12.2023
Key Information Document EN 08.12.2023
Key Information Document FR 08.12.2023
Key Information Document IT 08.12.2023

Price data

  Bid Ask
Price 0.59 0.60
Volume 175'000.00 175'000.00
Date/time 25.06.24 17:15 25.06.24 17:15

Life cycle

Fixing20.12.2024
Settlement date15.12.2023
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue +105.17%
Year to date (YTD) +66.67%
1 month +3.45%
3 months +9.09%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.29
Underlying price on issue395.10
Premium0.08%
Premium p.a.0.15%
Leverage5.27
Implied volatility0.33

Reference data

ISIN CH1281048988
Symbol VAC7BZ
Security 128104898
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying VAT Group N, CH0311864901
Underlying ISIN CH0311864901
Strike 480.00
C/P type call
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 100
Value day 08.12.2023

Key figures

Premium 7.90%
Premium p.a. 14.79%
Leverage 8.40
Implied volatility 32.78%
Moneyness in-the-money
Leverage 5.2718
Delta 0.6273
Gamma 0.0000
Theta -0.0013
Rho 0.0136
Vega 0.0138
Fair value 0.40
Intrinsic value n.a.
Break-even 539.50
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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