Inhaltsseite: Home

ZKB Call Warrant auf
VAT Group AG

ISIN: CH1281048954 Security: 128104895 Symbol: VAC7TZ Life cycle
Secondary market

Bid Price 0.28

Ask Price 0.29

Currency CHF

Exchange SIX Structured Products

Volume 225'000.00

Volume 225'000.00

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 0.28 0.29
Volume 225'000.00 225'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.29
Change -12.12% [ -0.04 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 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 +29.55%
Year to date (YTD) +7.41%
1 month -32.56%
3 months +26.09%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.22
Underlying price on issue395.25
Premium0.09%
Premium p.a.0.25%
Leverage7.86
Implied volatility0.30

Reference data

ISIN CH1281048954
Symbol VAC7TZ
Security 128104895
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying VAT Group N, CH0311864901
Underlying ISIN CH0311864901
Strike 480.00
C/P type call
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 100
Value day 08.12.2023

Key figures

Premium 9.21%
Premium p.a. 25.29%
Leverage 16.34
Implied volatility 30.02%
Moneyness out-of-the-money
Leverage 7.8647
Delta 0.4814
Gamma 0.0000
Theta -0.0013
Rho 0.0071
Vega 0.0112
Fair value 0.29
Intrinsic value n.a.
Break-even 508.50
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading