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ZKB Call Warrant auf
VAT Group AG

ISIN: CH1338502318 Security: 133850231 Symbol: VACJAZ Life cycle
redeemed

Bid Price 0.001

Ask Price 0.01

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 290'000.00

Date/time (delayed) 20.09.2024 12:00:00

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 0.001 0.01
Volume 1'000'000.00 290'000.00
Date/time 20.09.24 12:00 20.09.24 12:00

Current data

Last price paid 0.01
Change -33.33% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 16.09.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date23.05.2024
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -96.07%
Year to date (YTD) n.a.
1 month n.a.
3 months -96.30%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.14
Underlying price on issue465.10
Premium0.30%
Premium p.a.15.90%
Leverage20.44
Implied volatility0.97

Reference data

ISIN CH1338502318
Symbol VACJAZ
Security 133850231
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
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 30.50%
Premium p.a. 1590.17%
Leverage 725.27
Implied volatility 96.75%
Moneyness out-of-the-money
Leverage 20.4352
Delta 0.0282
Gamma 0.0000
Theta -0.0022
Rho 0.0000
Vega 0.0004
Fair value 0.01
Intrinsic value n.a.
Break-even 520.55
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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