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ZKB Call Warrant auf
Varta AG

ISIN: CH1305147576 Security: 130514757 Symbol: VARU8Z Life cycle
Secondary market

Bid Price 0.055

Ask Price 0.095

Currency CHF

Exchange SIX Structured Products

Volume 925'000.00

Volume 475'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 20.03.2024
Key Information Document DE 20.03.2024
Key Information Document EN 20.03.2024
Key Information Document FR 20.03.2024
Key Information Document IT 20.03.2024

Price data

  Bid Ask
Price 0.055 0.095
Volume 925'000.00 475'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.06
Change +33.33% [ +0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 07.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date27.03.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -50.00%
Year to date (YTD) n.a.
1 month -57.14%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.15
Underlying price on issue14.25
Premium0.31%
Premium p.a.2.73%
Leverage5.17
Implied volatility1.04

Reference data

ISIN CH1305147576
Symbol VARU8Z
Security 130514757
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Varta, DE000A0TGJ55
Underlying ISIN DE000A0TGJ55
Strike 15.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 10
Value day 20.03.2024

Key figures

Premium 31.44%
Premium p.a. 273.26%
Leverage 15.78
Implied volatility 103.92%
Moneyness out-of-the-money
Leverage 5.1679
Delta 0.3276
Gamma 0.0087
Theta -0.0018
Rho 0.0004
Vega 0.0014
Fair value 0.08
Intrinsic value n.a.
Break-even 15.76
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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