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ZKB Call Warrant auf
Varta AG

ISIN: CH1305129350 Security: 130512935 Symbol: VARSMZ Life cycle
Secondary market

Bid Price 0.025

Ask Price 0.065

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 18.06.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 05.01.2024
Key Information Document DE 05.01.2024
Key Information Document EN 05.01.2024
Key Information Document FR 05.01.2024
Key Information Document IT 05.01.2024

Price data

  Bid Ask
Price 0.025 0.065
Volume 1'000'000.00 250'000.00
Date/time 18.06.24 17:15 18.06.24 17:15

Current data

Last price paid 0.05
Change -9.09% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 12.06.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date12.01.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -86.76%
Year to date (YTD) n.a.
1 month -79.17%
3 months -68.75%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.34
Underlying price on issue19.10
Premium1.23%
Premium p.a.2.22%
Leverage3.72
Implied volatility0.86

Reference data

ISIN CH1305129350
Symbol VARSMZ
Security 130512935
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Varta, DE000A0TGJ55
Underlying ISIN DE000A0TGJ55
Strike 20.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 10
Value day 05.01.2024

Key figures

Premium 122.91%
Premium p.a. 222.08%
Leverage 19.38
Implied volatility 85.69%
Moneyness out-of-the-money
Leverage 3.7200
Delta 0.1919
Gamma 0.0049
Theta -0.0004
Rho 0.0007
Vega 0.0018
Fair value 0.05
Intrinsic value n.a.
Break-even 20.47
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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