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ZKB Put Warrant auf
VAT Group AG

ISIN: CH1338502367 Security: 133850236 Symbol: VACDHZ Life cycle
Secondary market

Bid Price 0.35

Ask Price 0.36

Currency CHF

Exchange SIX Structured Products

Volume 100'000.00

Volume 100'000.00

Date/time (delayed) 27.09.2024 05:06:33

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 0.35 0.36
Volume 100'000.00 100'000.00
Date/time 27.09.24 17:06 27.09.24 17:06

Current data

Last price paid 0.36
Change +9.09% [ +0.03 ]
Last traded volume n.a. Unit
Cumulative volume 100'000.00 Unit
Date/time 26.09.2024 17:15

Life cycle

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

Performance

Perf. since issue -6.76%
Year to date (YTD) n.a.
1 month -12.20%
3 months +56.52%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.37
Underlying price on issue465.30
Premium0.06%
Premium p.a.0.23%
Leverage6.18
Implied volatility0.35

Reference data

ISIN CH1338502367
Symbol VACDHZ
Security 133850236
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying VAT Group N, CH0311864901
Underlying ISIN CH0311864901
Strike 440.00
C/P type put
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 6.31%
Premium p.a. 22.80%
Leverage 12.54
Implied volatility 34.55%
Moneyness in-the-money
Leverage 6.1807
Delta -0.4927
Gamma 0.0001
Theta -0.0015
Rho -0.0069
Vega 0.0091
Fair value 0.27
Intrinsic value n.a.
Break-even 405.50
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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