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ZKB Call Warrant auf
Julius Baer Gruppe AG

ISIN: CH1268371544 Security: 126837154 Symbol: BAE5IZ Life cycle
Secondary market

Bid Price 0.04

Ask Price 0.05

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 23.05.2024 05:16:14

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 0.04 0.05
Volume 1'000'000.00 250'000.00
Date/time 23.05.24 17:16 23.05.24 17:16

Current data

Last price paid 0.035
Change +16.67% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 23.05.2024 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 -92.37%
Year to date (YTD) -12.50%
1 month +133.33%
3 months +75.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.59
Underlying price on issue57.54
Premium0.08%
Premium p.a.0.77%
Leverage25.14
Implied volatility0.24

Reference data

ISIN CH1268371544
Symbol BAE5IZ
Security 126837154
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Julius Baer Grp N, CH0102484968
Underlying ISIN CH0102484968
Strike 60.00
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 7.64%
Premium p.a. 77.45%
Leverage 124.80
Implied volatility 23.54%
Moneyness out-of-the-money
Leverage 25.1449
Delta 0.2015
Gamma 0.0068
Theta -0.0017
Rho 0.0011
Vega 0.0049
Fair value 0.05
Intrinsic value n.a.
Break-even 60.45
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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