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ZKB Put Warrant auf
Varta AG

ISIN: CH1268369753 Security: 126836975 Symbol: VAROXZ Life cycle
Secondary market

Bid Price 0.98

Ask Price 1.02

Currency CHF

Exchange SIX Structured Products

Volume 75'000.00

Volume 75'000.00

Date/time (delayed) 27.05.2024 01:07:39

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 12.06.2023
Key Information Document DE 12.06.2023
Key Information Document EN 12.06.2023
Key Information Document FR 12.06.2023
Key Information Document IT 12.06.2023

Price data

  Bid Ask
Price 0.98 1.02
Volume 75'000.00 75'000.00
Date/time 27.05.24 13:07 27.05.24 13:07

Current data

Last price paid 0.98
Change +3.16% [ +0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 24.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date19.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +38.89%
Year to date (YTD) +157.89%
1 month -19.01%
3 months +66.10%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.72
Underlying price on issue16.24
Premium0.09%
Premium p.a.1.06%
Leverage0.75
Implied volatility2.36

Reference data

ISIN CH1268369753
Symbol VAROXZ
Security 126836975
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Varta, DE000A0TGJ55
Underlying ISIN DE000A0TGJ55
Strike 20.00
C/P type put
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 10
Value day 12.06.2023

Key figures

Premium 9.28%
Premium p.a. 105.82%
Leverage 1.09
Implied volatility 236.44%
Moneyness in-the-money
Leverage 0.7535
Delta -0.6939
Gamma 0.0046
Theta -0.0040
Rho -0.0015
Vega 0.0011
Fair value 0.10
Intrinsic value n.a.
Break-even 9.93
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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