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ZKB Call Warrant auf
BKW AG

ISIN: CH1268372385 Security: 126837238 Symbol: BKWQIZ Life cycle
Secondary market

Bid Price 0.005

Ask Price 0.015

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 31.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 14.06.2023
Key Information Document DE 14.06.2023
Key Information Document EN 14.06.2023
Key Information Document FR 14.06.2023
Key Information Document IT 14.06.2023

Price data

  Bid Ask
Price 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.015
Change -25.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 13.03.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date21.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -85.71%
Year to date (YTD) -66.67%
1 month n.a.
3 months -76.92%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.07
Underlying price on issue146.50
Premium0.20%
Premium p.a.2.66%
Leverage15.81
Implied volatility0.50

Reference data

ISIN CH1268372385
Symbol BKWQIZ
Security 126837238
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying BKW N, CH0130293662
Underlying ISIN CH0130293662
Strike 170.00
C/P type call
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 100
Value day 14.06.2023

Key figures

Premium 20.42%
Premium p.a. 266.22%
Leverage 142.00
Implied volatility 50.07%
Moneyness out-of-the-money
Leverage 15.8058
Delta 0.1113
Gamma 0.0001
Theta -0.0007
Rho 0.0001
Vega 0.0007
Fair value 0.01
Intrinsic value n.a.
Break-even 171.00
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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