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ZKB Call Warrant auf
Varta AG

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

Bid Price 0.005

Ask Price 0.045

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 24.05.2024 09:00:14

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 0.005 0.045
Volume 1'000'000.00 250'000.00
Date/time 24.05.24 09:00 24.05.24 09:00

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 -90.00%
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
Premium0.84%
Premium p.a.8.74%
Leverage5.51
Implied volatility1.40

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 83.78%
Premium p.a. 873.71%
Leverage 43.62
Implied volatility 140.45%
Moneyness out-of-the-money
Leverage 5.5063
Delta 0.1262
Gamma 0.0044
Theta -0.0014
Rho 0.0001
Vega 0.0007
Fair value 0.03
Intrinsic value n.a.
Break-even 20.25
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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