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ZKB Put Warrant auf
Varta AG

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

Bid Price 0.34

Ask Price 0.38

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 15.05.2024 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 0.34 0.38
Volume 150'000.00 150'000.00
Date/time 15.05.24 17:15 15.05.24 17:15

Current data

Last price paid 0.37
Change +2.78% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 13.05.2024 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 +16.13%
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
Premium0.54%
Premium p.a.0.83%
Leverage0.61
Implied volatility1.63

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 53.90%
Premium p.a. 83.36%
Leverage 3.16
Implied volatility 163.16%
Moneyness out-of-the-money
Leverage 0.6096
Delta -0.1932
Gamma 0.0018
Theta -0.0008
Rho -0.0037
Vega 0.0025
Fair value 0.36
Intrinsic value n.a.
Break-even 5.33
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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