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ZKB Put Warrant auf
VAT Group AG

ISIN: CH1268392698 Security: 126839269 Symbol: VAC0RZ Life cycle
Secondary market

Bid Price 0.04

Ask Price 0.05

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 21.09.2023
Key Information Document DE 21.09.2023
Key Information Document EN 21.09.2023
Key Information Document FR 21.09.2023
Key Information Document IT 21.09.2023

Price data

  Bid Ask
Price 0.04 0.05
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 0.045
Change -10.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 15.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date28.09.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -86.76%
Year to date (YTD) -65.38%
1 month -18.18%
3 months -55.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.34
Underlying price on issue322.80
Premium0.37%
Premium p.a.1.00%
Leverage6.32
Implied volatility0.53

Reference data

ISIN CH1268392698
Symbol VAC0RZ
Security 126839269
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying VAT Group N, CH0311864901
Underlying ISIN CH0311864901
Strike 300.00
C/P type put
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 100
Value day 21.09.2023

Key figures

Premium 36.59%
Premium p.a. 100.41%
Leverage 103.56
Implied volatility 53.32%
Moneyness out-of-the-money
Leverage 6.3185
Delta -0.0610
Gamma 0.0000
Theta -0.0007
Rho -0.0012
Vega 0.0034
Fair value 0.05
Intrinsic value n.a.
Break-even 295.50
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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