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ZKB Call Warrant auf
VAT Group AG

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

Bid Price 0.24

Ask Price 0.25

Currency CHF

Exchange SIX Structured Products

Volume 325'000.00

Volume 325'000.00

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 0.24 0.25
Volume 325'000.00 325'000.00
Date/time 25.06.24 17:15 25.06.24 17:15

Current data

Last price paid 0.25
Change -7.41% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 24.06.2024 17:20

Life cycle

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

Key figures on issue

Reference data

Key figures

Premium 16.90%
Premium p.a. 31.63%
Leverage 20.41
Implied volatility 30.70%
Moneyness out-of-the-money
Leverage 7.3680
Delta 0.3610
Gamma 0.0000
Theta -0.0011
Rho 0.0083
Vega 0.0137
Fair value 0.25
Intrinsic value n.a.
Break-even 584.50
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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