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ZKB Put Warrant auf
VAT Group AG

ISIN: CH1268392870 Security: 126839287 Symbol: VAC4YZ Life cycle
Secondary market

Bid Price 0.015

Ask Price 0.025

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 0.015 0.025
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 0.025
Change -16.67% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 15.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date28.09.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -94.74%
Year to date (YTD) -77.27%
1 month -16.67%
3 months -66.67%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.38
Underlying price on issue322.80
Premium0.32%
Premium p.a.2.75%
Leverage9.69
Implied volatility0.69

Reference data

ISIN CH1268392870
Symbol VAC4YZ
Security 126839287
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying VAT Group N, CH0311864901
Underlying ISIN CH0311864901
Strike 320.00
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 31.70%
Premium p.a. 275.50%
Leverage 232.80
Implied volatility 68.70%
Moneyness out-of-the-money
Leverage 9.6890
Delta -0.0416
Gamma 0.0000
Theta -0.0011
Rho -0.0002
Vega 0.0014
Fair value 0.02
Intrinsic value n.a.
Break-even 318.00
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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