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ZKB Put Warrant auf
Varta AG

ISIN: CH1338495844 Security: 133849584 Symbol: VAR7ZZ Life cycle
Secondary market

Bid Price 0.46

Ask Price 0.50

Currency CHF

Exchange SIX Structured Products

Volume 125'000.00

Volume 125'000.00

Date/time (delayed) 31.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 24.04.2024
Key Information Document DE 24.04.2024
Key Information Document EN 24.04.2024
Key Information Document FR 24.04.2024
Key Information Document IT 24.04.2024

Price data

  Bid Ask
Price 0.46 0.50
Volume 125'000.00 125'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.47
Change +27.03% [ +0.10 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 27.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date02.05.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue +54.84%
Year to date (YTD) n.a.
1 month n.a.
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.31
Underlying price on issue9.45
Premium0.61%
Premium p.a.1.02%
Leverage0.37
Implied volatility2.15

Reference data

ISIN CH1338495844
Symbol VAR7ZZ
Security 133849584
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Varta, DE000A0TGJ55
Underlying ISIN DE000A0TGJ55
Strike 9.00
C/P type put
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 10
Value day 24.04.2024

Key figures

Premium 61.45%
Premium p.a. 101.94%
Leverage 2.17
Implied volatility 214.96%
Moneyness out-of-the-money
Leverage 0.3724
Delta -0.1714
Gamma 0.0015
Theta -0.0009
Rho -0.0040
Vega 0.0021
Fair value 0.48
Intrinsic value n.a.
Break-even 4.10
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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