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ZKB Call Warrant auf
Varta AG

ISIN: CH1268369746 Security: 126836974 Symbol: VARHHZ Life cycle
Secondary market

Bid Price 0.001

Ask Price 0.04

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 24.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 12.06.2023
Key Information Document DE 12.06.2023
Key Information Document EN 12.06.2023
Key Information Document FR 12.06.2023
Key Information Document IT 12.06.2023

Price data

  Bid Ask
Price 0.001 0.04
Volume 1'000'000.00 250'000.00
Date/time 24.05.24 17:15 24.05.24 17:15

Current data

Last price paid 0.01
Change 0.00% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume 100'000.00 Unit
Date/time 09.01.2024 17:15

Life cycle

Fixing21.06.2024
Settlement date19.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -85.36%
Year to date (YTD) -33.33%
1 month -66.67%
3 months -66.67%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.14
Underlying price on issue16.24
Premium2.66%
Premium p.a.27.72%
Leverage4.01
Implied volatility2.32

Reference data

ISIN CH1268369746
Symbol VARHHZ
Security 126836974
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Varta, DE000A0TGJ55
Underlying ISIN DE000A0TGJ55
Strike 40.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 10
Value day 12.06.2023

Key figures

Premium 265.85%
Premium p.a. 2772.41%
Leverage 53.19
Implied volatility 231.74%
Moneyness out-of-the-money
Leverage 4.0131
Delta 0.0755
Gamma 0.0018
Theta -0.0016
Rho 0.0001
Vega 0.0005
Fair value 0.02
Intrinsic value n.a.
Break-even 40.21
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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