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ZKB Put Warrant auf
VAT Group AG

ISIN: CH1281049101 Security: 128104910 Symbol: VACBXZ Life cycle
Secondary market

Bid Price 0.085

Ask Price 0.095

Currency CHF

Exchange SIX Structured Products

Volume 825'000.00

Volume 425'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 08.12.2023
Key Information Document DE 08.12.2023
Key Information Document EN 08.12.2023
Key Information Document FR 08.12.2023
Key Information Document IT 08.12.2023

Price data

  Bid Ask
Price 0.085 0.095
Volume 825'000.00 425'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.09
Change -18.18% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 15.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date15.12.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -79.55%
Year to date (YTD) -71.88%
1 month -18.18%
3 months -65.38%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.44
Underlying price on issue395.20
Premium0.20%
Premium p.a.0.56%
Leverage7.73
Implied volatility0.37

Reference data

ISIN CH1281049101
Symbol VACBXZ
Security 128104910
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying VAT Group N, CH0311864901
Underlying ISIN CH0311864901
Strike 380.00
C/P type put
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 100
Value day 08.12.2023

Key figures

Premium 20.32%
Premium p.a. 55.76%
Leverage 51.73
Implied volatility 37.32%
Moneyness out-of-the-money
Leverage 7.7306
Delta -0.1494
Gamma 0.0000
Theta -0.0009
Rho -0.0029
Vega 0.0065
Fair value 0.09
Intrinsic value n.a.
Break-even 371.00
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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