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ZKB Call Warrant auf
Varta AG

ISIN: CH1268377608 Security: 126837760 Symbol: VAR2LZ Life cycle
Secondary market

Bid Price 0.004

Ask Price 0.045

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 07.07.2023
Key Information Document DE 07.07.2023
Key Information Document EN 07.07.2023
Key Information Document FR 07.07.2023
Key Information Document IT 07.07.2023

Price data

  Bid Ask
Price 0.004 0.045
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 -27.27% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 26.04.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date14.07.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -87.11%
Year to date (YTD) -66.67%
1 month n.a.
3 months -27.27%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.19
Underlying price on issue18.78
Premium1.19%
Premium p.a.10.33%
Leverage5.02
Implied volatility1.50

Reference data

ISIN CH1268377608
Symbol VAR2LZ
Security 126837760
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Varta, DE000A0TGJ55
Underlying ISIN DE000A0TGJ55
Strike 26.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 10
Value day 07.07.2023

Key figures

Premium 118.92%
Premium p.a. 1033.45%
Leverage 48.29
Implied volatility 149.85%
Moneyness out-of-the-money
Leverage 5.0159
Delta 0.1039
Gamma 0.0030
Theta -0.0013
Rho 0.0001
Vega 0.0007
Fair value 0.02
Intrinsic value n.a.
Break-even 26.25
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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