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ZKB Call Warrant auf
VAT Group AG

ISIN: CH1281049010 Security: 128104901 Symbol: VAC1IZ Life cycle
Secondary market

Bid Price 0.035

Ask Price 0.045

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 27.09.2024 04:03:42

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 0.035 0.045
Volume 1'000'000.00 250'000.00
Date/time 27.09.24 16:03 27.09.24 16:03

Current data

Last price paid 0.035
Change +16.67% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 26.09.2024 17:20

Life cycle

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

Performance

Perf. since issue -75.00%
Year to date (YTD) -81.58%
1 month n.a.
3 months -86.54%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.16
Underlying price on issue395.10
Premium0.30%
Premium p.a.1.10%
Leverage11.74
Implied volatility0.36

Reference data

ISIN CH1281049010
Symbol VAC1IZ
Security 128104901
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying VAT Group N, CH0311864901
Underlying ISIN CH0311864901
Strike 560.00
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 30.37%
Premium p.a. 109.77%
Leverage 108.15
Implied volatility 36.40%
Moneyness out-of-the-money
Leverage 11.7379
Delta 0.1085
Gamma 0.0000
Theta -0.0008
Rho 0.0012
Vega 0.0042
Fair value 0.04
Intrinsic value n.a.
Break-even 564.00
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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