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ZKB Call Warrant auf
Varta AG

ISIN: CH1305139755 Security: 130513975 Symbol: VARRPZ Life cycle
Secondary market

Bid Price 0.20

Ask Price 0.24

Currency CHF

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 22.02.2024
Key Information Document DE 22.02.2024
Key Information Document EN 22.02.2024
Key Information Document FR 22.02.2024
Key Information Document IT 22.02.2024

Price data

  Bid Ask
Price 0.20 0.24
Volume 250'000.00 250'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.20
Change +5.26% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date29.02.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -21.43%
Year to date (YTD) n.a.
1 month +100.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.28
Underlying price on issue15.98
Premium0.60%
Premium p.a.0.94%
Leverage2.56
Implied volatility0.93

Reference data

ISIN CH1305139755
Symbol VARRPZ
Security 130513975
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Varta, DE000A0TGJ55
Underlying ISIN DE000A0TGJ55
Strike 17.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 10
Value day 22.02.2024

Key figures

Premium 60.38%
Premium p.a. 94.18%
Leverage 5.38
Implied volatility 93.35%
Moneyness out-of-the-money
Leverage 2.5590
Delta 0.4758
Gamma 0.0045
Theta -0.0008
Rho 0.0022
Vega 0.0038
Fair value 0.22
Intrinsic value n.a.
Break-even 19.23
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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