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ZKB Call Warrant auf
Varta AG

ISIN: CH1305139755 Security: 130513975 Symbol: VARRPZ Life cycle
Secondary market

Bid Price 0.01

Ask Price 0.07

Currency CHF

Exchange SIX Structured Products

Volume 50'000.00

Volume 50'000.00

Date/time (delayed) 26.06.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 22.02.2024
Key Information Document DE 22.02.2024
Key Information Document EN 22.02.2024
Key Information Document FR 22.02.2024
Key Information Document IT 22.02.2024

Price data

  Bid Ask
Price 0.01 0.07
Volume 50'000.00 50'000.00
Date/time 26.06.24 17:15 26.06.24 17:15

Current data

Last price paid 0.06
Change -7.69% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 12.06.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date29.02.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -85.71%
Year to date (YTD) n.a.
1 month -73.91%
3 months -73.91%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.28
Underlying price on issue15.98
Premium1.00%
Premium p.a.1.88%
Leverage4.06
Implied volatility0.78

Reference data

ISIN CH1305139755
Symbol VARRPZ
Security 130513975
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Varta, DE000A0TGJ55
Underlying ISIN DE000A0TGJ55
Strike 17.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 10
Value day 22.02.2024

Key figures

Premium 99.97%
Premium p.a. 188.09%
Leverage 20.88
Implied volatility 77.80%
Moneyness out-of-the-money
Leverage 4.0582
Delta 0.1944
Gamma 0.0058
Theta -0.0003
Rho 0.0007
Vega 0.0017
Fair value 0.04
Intrinsic value n.a.
Break-even 17.42
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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