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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 350'000.00

Volume 350'000.00

Date/time (delayed) 24.05.2024 05:15:00

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 350'000.00 350'000.00
Date/time 24.05.24 17:15 24.05.24 17:15

Current data

Last price paid 0.25
Change -3.85% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 24.05.2024 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 +53.13%
Year to date (YTD) +31.58%
1 month +31.58%
3 months +25.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.16
Underlying price on issue395.10
Premium0.18%
Premium p.a.0.29%
Leverage7.15
Implied volatility0.30

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 18.25%
Premium p.a. 29.34%
Leverage 20.18
Implied volatility 29.67%
Moneyness out-of-the-money
Leverage 7.1492
Delta 0.3544
Gamma 0.0000
Theta -0.0010
Rho 0.0094
Vega 0.0145
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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