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ZKB Put Warrant auf
Baloise-Holding AG

ISIN: CH1268380164 Security: 126838016 Symbol: BALB8Z Life cycle
Secondary market

Bid Price 0.02

Ask Price 0.03

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 15.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 27.07.2023
Key Information Document DE 27.07.2023
Key Information Document EN 27.07.2023
Key Information Document FR 27.07.2023
Key Information Document IT 27.07.2023

Price data

  Bid Ask
Price 0.02 0.03
Volume 1'000'000.00 250'000.00
Date/time 15.05.24 17:15 15.05.24 17:15

Current data

Last price paid 0.03
Change -14.29% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 14.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date04.08.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -93.90%
Year to date (YTD) -92.68%
1 month -80.00%
3 months -83.33%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.41
Underlying price on issue137.40
Premium0.12%
Premium p.a.0.98%
Leverage23.52
Implied volatility0.26

Reference data

ISIN CH1268380164
Symbol BALB8Z
Security 126838016
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Baloise Hldg N, CH0012410517
Underlying ISIN CH0012410517
Strike 130.00
C/P type put
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 27.07.2023

Key figures

Premium 11.84%
Premium p.a. 98.26%
Leverage 293.80
Implied volatility 26.21%
Moneyness out-of-the-money
Leverage 23.5199
Delta -0.0801
Gamma 0.0006
Theta -0.0011
Rho -0.0007
Vega 0.0038
Fair value 0.03
Intrinsic value n.a.
Break-even 129.50
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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