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ZKB Put Warrant auf
Varta AG

ISIN: CH1305142965 Security: 130514296 Symbol: VARM5Z Life cycle
Secondary market

Bid Price 0.92

Ask Price 0.96

Currency CHF

Exchange SIX Structured Products

Volume 75'000.00

Volume 75'000.00

Date/time (delayed) 27.05.2024 01:53:58

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 05.03.2024
Key Information Document DE 05.03.2024
Key Information Document EN 05.03.2024
Key Information Document FR 05.03.2024
Key Information Document IT 05.03.2024

Price data

  Bid Ask
Price 0.92 0.96
Volume 75'000.00 75'000.00
Date/time 27.05.24 13:53 27.05.24 13:53

Current data

Last price paid 0.81
Change -1.22% [ -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 date12.03.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue +203.23%
Year to date (YTD) n.a.
1 month -4.71%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.31
Underlying price on issue15.18
Premium0.59%
Premium p.a.0.95%
Leverage0.24
Implied volatility2.41

Reference data

ISIN CH1305142965
Symbol VARM5Z
Security 130514296
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Varta, DE000A0TGJ55
Underlying ISIN DE000A0TGJ55
Strike 14.00
C/P type put
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 10
Value day 05.03.2024

Key figures

Premium 58.53%
Premium p.a. 95.37%
Leverage 1.15
Implied volatility 241.01%
Moneyness in-the-money
Leverage 0.2360
Delta -0.2047
Gamma 0.0014
Theta -0.0012
Rho -0.0071
Vega 0.0024
Fair value 0.63
Intrinsic value n.a.
Break-even 4.53
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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