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ZKB Call Warrant auf
Varta AG

ISIN: CH1305134772 Security: 130513477 Symbol: VARGVZ Life cycle
Secondary market

Bid Price 0.03

Ask Price 0.07

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 31.01.2024
Key Information Document DE 31.01.2024
Key Information Document EN 31.01.2024
Key Information Document FR 31.01.2024
Key Information Document IT 31.01.2024

Price data

  Bid Ask
Price 0.03 0.07
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 -11.11% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 02.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date07.02.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -76.19%
Year to date (YTD) n.a.
1 month -38.46%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.21
Underlying price on issue17.57
Premium0.54%
Premium p.a.4.72%
Leverage5.15
Implied volatility1.20

Reference data

ISIN CH1305134772
Symbol VARGVZ
Security 130513477
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Varta, DE000A0TGJ55
Underlying ISIN DE000A0TGJ55
Strike 18.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 10
Value day 31.01.2024

Key figures

Premium 54.35%
Premium p.a. 472.34%
Leverage 23.66
Implied volatility 120.34%
Moneyness out-of-the-money
Leverage 5.1487
Delta 0.2176
Gamma 0.0061
Theta -0.0017
Rho 0.0002
Vega 0.0012
Fair value 0.05
Intrinsic value n.a.
Break-even 18.51
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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