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ZKB Call Warrant auf
BKW AG

ISIN: CH1268372369 Security: 126837236 Symbol: BKW8MZ Life cycle
Secondary market

Bid Price 0.004

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 0.004 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 -40.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 24.05.2024 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 -93.21%
Year to date (YTD) -86.36%
1 month n.a.
3 months -57.14%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.14
Underlying price on issue146.50
Premium0.06%
Premium p.a.0.82%
Leverage30.07
Implied volatility0.22

Reference data

ISIN CH1268372369
Symbol BKW8MZ
Security 126837236
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying BKW N, CH0130293662
Underlying ISIN CH0130293662
Strike 150.00
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 6.30%
Premium p.a. 82.16%
Leverage 149.47
Implied volatility 22.24%
Moneyness out-of-the-money
Leverage 30.0685
Delta 0.2012
Gamma 0.0003
Theta -0.0004
Rho 0.0002
Vega 0.0011
Fair value 0.01
Intrinsic value n.a.
Break-even 150.95
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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