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ZKB Put Warrant auf 2024-20.09.2024 VAT Group AG
VAT Group AG

ISIN: CH1338513612 Security: 133851361 Symbol: VACIPZ Life cycle
Secondary market

Bid Price 0.53

Ask Price 0.54

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 22.07.2024 04:59:42

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 25.06.2024
Key Information Document DE 25.06.2024
Key Information Document EN 25.06.2024
Key Information Document FR 25.06.2024
Key Information Document IT 25.06.2024

Price data

  Bid Ask
Price 0.53 0.54
Volume 150'000.00 150'000.00
Date/time 22.07.24 16:59 22.07.24 16:59

Current data

Last price paid 0.54
Change +22.73% [ +0.10 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 19.07.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date02.07.2024
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue +94.64%
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 price0.28
Underlying price on issue496.45
Premium0.02%
Premium p.a.0.11%
Leverage6.02
Implied volatility0.34

Reference data

ISIN CH1338513612
Symbol VACIPZ
Security 133851361
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying VAT Group N, CH0311864901
Underlying ISIN CH0311864901
Strike 490.00
C/P type put
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 100
Value day 25.06.2024

Key figures

Premium 1.80%
Premium p.a. 10.97%
Leverage 8.14
Implied volatility 33.91%
Moneyness in-the-money
Leverage 6.0180
Delta -0.7395
Gamma 0.0000
Theta -0.0015
Rho -0.0057
Vega 0.0058
Fair value 0.08
Intrinsic value n.a.
Break-even 435.50
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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