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ZKB Call Warrant auf
Julius Baer Gruppe AG

ISIN: CH1268371536 Security: 126837153 Symbol: BAERQZ Life cycle
redeemed

Bid Price n.a.

Ask Price n.a.

Currency n.a.

Exchange SIX Structured Products

Volume n.a.

Volume n.a.

Date/time (delayed) n.a. n.a.

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 n.a. n.a.
Volume n.a. n.a.
Date/time n.a. n.a. n.a. n.a.

Current data

Last price paid n.a.
Change +33.33% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time n.a. n.a.

Life cycle

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

Performance

Perf. since issue -95.24%
Year to date (YTD) -42.86%
1 month n.a.
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.42
Underlying price on issue57.54
Premium0.27%
Premium p.a.14.20%
Leverage16.31
Implied volatility1.08

Reference data

ISIN CH1268371536
Symbol BAERQZ
Security 126837153
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Julius Baer Grp N, CH0102484968
Underlying ISIN CH0102484968
Strike 64.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 14.06.2023

Key figures

Premium 27.23%
Premium p.a. 1419.82%
Leverage 252.30
Implied volatility 107.66%
Moneyness out-of-the-money
Leverage 16.3099
Delta 0.0646
Gamma 0.0017
Theta -0.0064
Rho 0.0001
Vega 0.0009
Fair value 0.02
Intrinsic value n.a.
Break-even 64.20
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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