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ZKB Put Warrant auf
VAT Group AG

ISIN: CH1281049077 Security: 128104907 Symbol: VACXQZ Life cycle
Secondary market

Bid Price 0.03

Ask Price 0.04

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 08.12.2023
Key Information Document DE 08.12.2023
Key Information Document EN 08.12.2023
Key Information Document FR 08.12.2023
Key Information Document IT 08.12.2023

Price data

  Bid Ask
Price 0.03 0.04
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 0.035
Change -30.00% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 15.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date15.12.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -92.39%
Year to date (YTD) -88.71%
1 month -41.67%
3 months -85.42%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.46
Underlying price on issue395.20
Premium0.15%
Premium p.a.1.29%
Leverage14.75
Implied volatility0.39

Reference data

ISIN CH1281049077
Symbol VACXQZ
Security 128104907
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying VAT Group N, CH0311864901
Underlying ISIN CH0311864901
Strike 400.00
C/P type put
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 100
Value day 08.12.2023

Key figures

Premium 14.84%
Premium p.a. 128.98%
Leverage 133.03
Implied volatility 39.12%
Moneyness out-of-the-money
Leverage 14.7495
Delta -0.1109
Gamma 0.0000
Theta -0.0014
Rho -0.0006
Vega 0.0030
Fair value 0.04
Intrinsic value n.a.
Break-even 396.50
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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