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ZKB Call Warrant auf
VAT Group AG

ISIN: CH1268376725 Security: 126837672 Symbol: VACO3Z Life cycle
Secondary market

Bid Price 0.70

Ask Price 0.71

Currency CHF

Exchange SIX Structured Products

Volume 125'000.00

Volume 125'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 30.06.2023
Key Information Document DE 30.06.2023
Key Information Document EN 30.06.2023
Key Information Document FR 30.06.2023
Key Information Document IT 30.06.2023

Price data

  Bid Ask
Price 0.70 0.71
Volume 125'000.00 125'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.71
Change -7.79% [ -0.06 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date07.07.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +71.95%
Year to date (YTD) +33.96%
1 month -17.44%
3 months +39.22%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.41
Underlying price on issue366.90
Premium0.01%
Premium p.a.0.09%
Leverage5.79
Implied volatility0.42

Reference data

ISIN CH1268376725
Symbol VACO3Z
Security 126837672
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying VAT Group N, CH0311864901
Underlying ISIN CH0311864901
Strike 400.00
C/P type call
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 100
Value day 30.06.2023

Key figures

Premium 1.05%
Premium p.a. 9.15%
Leverage 6.60
Implied volatility 41.51%
Moneyness in-the-money
Leverage 5.7912
Delta 0.8769
Gamma 0.0000
Theta -0.0017
Rho 0.0039
Vega 0.0032
Fair value 0.05
Intrinsic value n.a.
Break-even 470.50
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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