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ZKB Call Warrant auf
Varta AG

ISIN: CH1268369795 Security: 126836979 Symbol: VARD2Z Life cycle
Secondary market

Bid Price 0.015

Ask Price 0.055

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 17.05.2024 05:15:00

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 0.015 0.055
Volume 1'000'000.00 250'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.04
Change -11.11% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 02.05.2024 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 -86.00%
Year to date (YTD) -85.71%
1 month 0.00%
3 months -57.89%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.25
Underlying price on issue16.24
Premium0.70%
Premium p.a.6.06%
Leverage5.40
Implied volatility1.24

Reference data

ISIN CH1268369795
Symbol VARD2Z
Security 126836979
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Varta, DE000A0TGJ55
Underlying ISIN DE000A0TGJ55
Strike 20.00
C/P type call
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 69.76%
Premium p.a. 606.28%
Leverage 33.80
Implied volatility 123.98%
Moneyness out-of-the-money
Leverage 5.3978
Delta 0.1597
Gamma 0.0049
Theta -0.0015
Rho 0.0002
Vega 0.0010
Fair value 0.04
Intrinsic value n.a.
Break-even 20.35
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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