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ZKB Call Warrant auf
VAT Group AG

ISIN: CH1338502391 Security: 133850239 Symbol: VACQ0Z Life cycle
Secondary market

Bid Price 0.04

Ask Price 0.05

Currency CHF

Exchange SIX Structured Products

Volume 450'000.00

Volume 250'000.00

Date/time (delayed) 27.09.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 15.05.2024
Key Information Document DE 15.05.2024
Key Information Document EN 15.05.2024
Key Information Document FR 15.05.2024
Key Information Document IT 15.05.2024

Price data

  Bid Ask
Price 0.04 0.05
Volume 450'000.00 250'000.00
Date/time 27.09.24 17:15 27.09.24 17:15

Current data

Last price paid 0.045
Change +125.00% [ +0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 26.09.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date23.05.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -82.69%
Year to date (YTD) n.a.
1 month -30.77%
3 months -89.29%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.26
Underlying price on issue465.15
Premium0.22%
Premium p.a.0.78%
Leverage13.37
Implied volatility0.30

Reference data

ISIN CH1338502391
Symbol VACQ0Z
Security 133850239
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying VAT Group N, CH0311864901
Underlying ISIN CH0311864901
Strike 520.00
C/P type call
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 100
Value day 15.05.2024

Key figures

Premium 21.52%
Premium p.a. 77.79%
Leverage 95.91
Implied volatility 29.93%
Moneyness out-of-the-money
Leverage 13.3682
Delta 0.1394
Gamma 0.0000
Theta -0.0008
Rho 0.0015
Vega 0.0050
Fair value 0.05
Intrinsic value n.a.
Break-even 524.50
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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